+1,668.3%
PLTR vs OKTA
-13.9%
+1,682.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +4.7% | +8.4% | -3.7% | +0.7% |
| 30D | -16.4% | -13.7% | -2.7% | -10.5% |
| 3M | -6.2% | +18.0% | -24.2% | -16.2% |
| 6M | +29.2% | +133.8% | -104.7% | -20.3% |
| YTD | -5.5% | +111.5% | -117.0% | -39.9% |
| 1Y | -2.4% | +118.3% | -120.7% | -39.0% |
| 3Y | +752.3% | +168.0% | +584.3% | +341.3% |
| 5Y | +635.8% | -30.1% | +665.9% | +649.9% |
| All | +1,668.3% | -13.9% | +1,682.3% | +1,520.1% |
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 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