+36.6%
ORLY vs OKTA
+90.2%
-53.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | -6.8% | +13.0% | -19.8% | -6.8% |
| 3M | -4.8% | +41.7% | -46.5% | -5.2% |
| 6M | -9.1% | +105.9% | -115.0% | -10.7% |
| YTD | -5.9% | +92.6% | -98.5% | -7.4% |
| 1Y | -20.4% | +81.1% | -101.5% | -21.5% |
| 3Y | +36.6% | +84.8% | -48.3% | +34.6% |
| All | +36.6% | +90.2% | -53.7% | +34.6% |
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