+1,851.7%
SHOP vs OKTA
+605.7%
+1,246.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -6.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | -11.5% | +13.0% | -24.5% | -20.1% |
| 3M | +21.1% | +43.4% | -22.4% | -6.5% |
| 6M | +3.0% | +107.6% | -104.6% | -39.5% |
| YTD | -16.7% | +93.8% | -110.5% | -49.6% |
| 1Y | -8.3% | +80.8% | -89.1% | -42.1% |
| 3Y | +112.8% | +91.8% | +21.0% | +16.3% |
| 5Y | -9.3% | -36.4% | +27.1% | -6.2% |
| All | +1,851.7% | +605.7% | +1,246.0% | +584.4% |
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