+10.6%
ORCL vs OKTA
+163.1%
-152.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +1.8% |
| 7D | +0.5% | -3.9% | +4.4% | +1.6% |
| 30D | -15.3% | -23.5% | +8.2% | -9.5% |
| 3M | -18.2% | +19.7% | -37.9% | -22.5% |
| 6M | -38.4% | +111.6% | -150.1% | -50.1% |
| YTD | -37.7% | +105.4% | -143.1% | -49.7% |
| 1Y | -49.3% | +108.4% | -157.7% | -59.1% |
| 3Y | +10.6% | +167.8% | -157.2% | -9.3% |
| All | +10.6% | +163.1% | -152.5% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling