+1.7%
OXY vs OKTA
+90.2%
-88.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | +2.8% | -2.4% | +5.2% | +2.9% |
| 30D | +5.5% | +13.0% | -7.6% | +4.6% |
| 3M | +11.3% | +41.7% | -30.4% | +8.9% |
| 6M | +11.6% | +105.9% | -94.3% | +5.7% |
| YTD | +51.6% | +92.6% | -41.0% | +44.1% |
| 1Y | +36.2% | +81.1% | -44.8% | +30.1% |
| 3Y | +1.7% | +84.8% | -83.1% | -0.4% |
| All | +1.7% | +90.2% | -88.5% | -0.4% |
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