+26.2%
PYPL vs OKTA
+601.1%
-574.8%
-87.3%
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% | +1.6% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -9.0% | +13.0% | -22.1% | -14.0% |
| 3M | +30.6% | +41.7% | -11.1% | +13.2% |
| 6M | +18.6% | +105.9% | -87.4% | -12.5% |
| YTD | -7.2% | +92.6% | -99.7% | -30.2% |
| 1Y | -19.3% | +81.1% | -100.3% | -38.1% |
| 3Y | -12.3% | +84.8% | -97.1% | -38.1% |
| 5Y | -80.9% | -34.4% | -46.5% | -81.7% |
| All | +26.2% | +601.1% | -574.8% | -37.7% |
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