+207.9%
PDD vs OKTA
+201.4%
+6.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +2.6% | -6.7% | -4.9% |
| 30D | -9.6% | +16.0% | -25.6% | -15.4% |
| 3M | -4.3% | +38.2% | -42.4% | -15.9% |
| 6M | -18.8% | +137.8% | -156.6% | -42.5% |
| YTD | -27.5% | +97.3% | -124.8% | -45.8% |
| 1Y | -33.6% | +90.1% | -123.7% | -49.9% |
| 3Y | -20.4% | +98.0% | -118.4% | -45.8% |
| 5Y | -19.6% | -36.9% | +17.3% | -19.3% |
| All | +207.9% | +201.4% | +6.5% | +64.4% |
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 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