-44.9%
ORCL vs OKTA
+113.6%
-158.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +8.0% |
| 7D | +3.8% | -4.6% | +8.4% | +5.5% |
| 30D | -6.6% | -19.7% | +13.2% | +0.6% |
| 3M | -11.4% | +21.2% | -32.7% | -18.2% |
| 6M | -33.3% | +123.1% | -156.4% | -54.6% |
| YTD | -33.3% | +110.8% | -144.0% | -54.3% |
| 1Y | -44.9% | +113.0% | -157.9% | -62.4% |
| All | -44.9% | +113.6% | -158.5% | -62.4% |
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