-32.3%
ORCL vs OKTA
+87.1%
-119.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.5% |
| 7D | +10.9% | +5.9% | +5.0% | +8.9% |
| 30D | +7.0% | +14.6% | -7.6% | +1.8% |
| 3M | -21.2% | +44.0% | -65.2% | -32.1% |
| 6M | +7.4% | +116.7% | -109.3% | -22.3% |
| YTD | -16.3% | +99.8% | -116.0% | -38.7% |
| 1Y | -32.3% | +84.1% | -116.4% | -54.2% |
| All | -32.3% | +87.1% | -119.4% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling