+94.3%
ORCL vs OKTA
-36.4%
+130.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.7% |
| 7D | +15.0% | +0.7% | +14.3% | +14.8% |
| 30D | +10.5% | +13.0% | -2.5% | +7.4% |
| 3M | -23.0% | +43.4% | -66.4% | -28.9% |
| 6M | +7.0% | +107.6% | -100.6% | -7.7% |
| YTD | -15.8% | +93.8% | -109.6% | -26.8% |
| 1Y | -31.1% | +80.8% | -111.9% | -39.6% |
| 3Y | +33.3% | +91.8% | -58.5% | +13.9% |
| 5Y | +94.3% | -36.4% | +130.7% | +76.1% |
| All | +94.3% | -36.4% | +130.7% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling