+208.0%
ORCL vs OKTA
+651.0%
-443.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -6.5% | -6.0% | -0.5% | -5.5% |
| 30D | -16.6% | -23.2% | +6.6% | -12.7% |
| 3M | -21.6% | +18.3% | -39.9% | -24.4% |
| 6M | -39.4% | +112.6% | -151.9% | -47.3% |
| YTD | -38.7% | +106.3% | -144.9% | -46.6% |
| 1Y | -50.4% | +108.0% | -158.4% | -56.8% |
| 3Y | +8.1% | +163.2% | -155.1% | -10.9% |
| 5Y | +34.5% | -30.9% | +65.4% | +26.4% |
| All | +208.0% | +651.0% | -443.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling