+548.8%
PLTR vs OKTA
-34.4%
+583.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -2.0% |
| 7D | 0.0% | +5.9% | -5.8% | -2.7% |
| 30D | -3.3% | +14.6% | -17.8% | -11.2% |
| 3M | +28.4% | +44.0% | -15.6% | +5.0% |
| 6M | +8.4% | +116.7% | -108.3% | -29.9% |
| YTD | -4.6% | +99.8% | -104.4% | -36.6% |
| 1Y | +4.4% | +84.1% | -79.6% | -27.6% |
| 3Y | +1,020.5% | +97.7% | +922.8% | +594.2% |
| 5Y | +548.8% | -35.2% | +584.0% | +618.1% |
| All | +548.8% | -34.4% | +583.2% | +618.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling