+188.8%
SHEL vs OKTA
-34.5%
+223.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | +4.1% | -2.4% | +6.5% | +4.2% |
| 30D | +8.4% | +13.0% | -4.7% | +7.7% |
| 3M | +13.7% | +41.7% | -28.0% | +11.7% |
| 6M | +12.7% | +105.9% | -93.2% | +8.4% |
| YTD | +35.3% | +92.6% | -57.2% | +30.4% |
| 1Y | +39.4% | +81.1% | -41.7% | +34.6% |
| 3Y | +71.5% | +84.8% | -13.4% | +64.0% |
| All | +188.8% | -34.5% | +223.2% | +187.2% |
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 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