+1,660.3%
PLTR vs OKTA
-21.6%
+1,682.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.0% |
| 30D | -2.2% | +13.0% | -15.3% | -9.9% |
| 3M | +27.6% | +41.7% | -14.1% | +4.9% |
| 6M | +10.3% | +105.9% | -95.6% | -27.2% |
| YTD | -5.9% | +92.6% | -98.5% | -36.7% |
| 1Y | +1.7% | +81.1% | -79.3% | -29.2% |
| 3Y | +959.1% | +84.8% | +874.3% | +574.6% |
| 5Y | +536.3% | -34.4% | +570.8% | +573.9% |
| All | +1,660.3% | -21.6% | +1,682.0% | +1,607.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling