+177.0%
SHEL vs OKTA
+620.5%
-443.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +3.9% | +0.4% | +3.5% | +3.9% |
| 30D | +7.0% | +13.8% | -6.9% | +6.0% |
| 3M | +12.5% | +48.9% | -36.4% | +9.7% |
| 6M | +14.8% | +114.9% | -100.2% | +9.1% |
| YTD | +34.2% | +97.9% | -63.7% | +27.9% |
| 1Y | +37.0% | +89.7% | -52.7% | +30.8% |
| 3Y | +70.9% | +95.8% | -24.9% | +61.0% |
| 5Y | +192.5% | -32.6% | +225.2% | +187.1% |
| All | +177.0% | +620.5% | -443.5% | +126.2% |
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