+22.6%
PYPL vs OKTA
+627.3%
-604.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.9% |
| 7D | -4.3% | +5.9% | -10.2% | -6.1% |
| 30D | -11.5% | +14.6% | -26.0% | -16.7% |
| 3M | +26.1% | +44.0% | -17.9% | +8.9% |
| 6M | +13.7% | +116.7% | -103.0% | -17.5% |
| YTD | -9.8% | +99.8% | -109.6% | -33.0% |
| 1Y | -22.1% | +84.1% | -106.1% | -40.5% |
| 3Y | -13.5% | +97.7% | -111.2% | -40.4% |
| 5Y | -81.6% | -35.2% | -46.4% | -82.3% |
| All | +22.6% | +627.3% | -604.8% | -40.2% |
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