-6.7%
SBUX vs OKTA
-34.5%
+27.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -5.5% | -2.4% | -3.1% | -5.2% |
| 30D | -8.5% | +13.0% | -21.5% | -10.3% |
| 3M | -2.9% | +41.7% | -44.6% | -7.9% |
| 6M | -1.5% | +105.9% | -107.5% | -12.6% |
| YTD | +19.4% | +92.6% | -73.2% | +6.6% |
| 1Y | +22.9% | +81.1% | -58.1% | +10.7% |
| 3Y | +11.3% | +84.8% | -73.5% | -2.6% |
| All | -6.7% | -34.5% | +27.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling