+11.3%
SBUX vs OKTA
+90.2%
-78.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | -5.5% | -2.4% | -3.1% | -5.3% |
| 30D | -8.5% | +13.0% | -21.5% | -9.5% |
| 3M | -2.9% | +41.7% | -44.6% | -6.1% |
| 6M | -1.5% | +105.9% | -107.5% | -9.4% |
| YTD | +19.4% | +92.6% | -73.2% | +10.3% |
| 1Y | +22.9% | +81.1% | -58.1% | +14.3% |
| 3Y | +11.3% | +84.8% | -73.5% | +3.8% |
| All | +11.3% | +90.2% | -78.9% | +3.8% |
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