+45.9%
OXY vs OKTA
+114.8%
-68.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.9% | -5.1% |
| 7D | -8.8% | -14.2% | +5.4% | -9.0% |
| 30D | -1.7% | -12.5% | +10.8% | -1.8% |
| 3M | +4.5% | +29.2% | -24.7% | +5.3% |
| 6M | -4.0% | +147.3% | -151.3% | -1.4% |
| YTD | +41.4% | +120.9% | -79.6% | +44.4% |
| 1Y | +45.9% | +119.7% | -73.8% | +48.3% |
| All | +45.9% | +114.8% | -68.9% | +48.3% |
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 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