+231.8%
ORCL vs OKTA
+668.6%
-436.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +10.4% | +6.6% | +3.7% | +9.2% |
| 30D | -11.2% | -19.4% | +8.2% | -7.9% |
| 3M | -16.8% | +23.9% | -40.7% | -20.4% |
| 6M | -31.5% | +130.9% | -162.4% | -41.2% |
| YTD | -33.9% | +111.1% | -145.0% | -42.7% |
| 1Y | -43.3% | +115.5% | -158.8% | -50.9% |
| 3Y | +16.5% | +169.4% | -152.9% | -4.4% |
| 5Y | +45.4% | -30.2% | +75.6% | +36.3% |
| All | +231.8% | +668.6% | -436.7% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling