-14.8%
PYPL vs OKTA
+97.4%
-112.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.4% |
| 7D | -4.3% | +5.9% | -10.2% | -5.2% |
| 30D | -11.5% | +14.6% | -26.0% | -13.8% |
| 3M | +26.1% | +44.0% | -17.9% | +16.7% |
| 6M | +13.7% | +116.7% | -103.0% | -5.1% |
| YTD | -9.8% | +99.8% | -109.6% | -23.3% |
| 1Y | -22.1% | +84.1% | -106.1% | -32.6% |
| All | -14.8% | +97.4% | -112.2% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling