+240.4%
SHW vs OKTA
+605.7%
-365.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -11.6% | +13.0% | -24.6% | -13.5% |
| 3M | +9.1% | +43.4% | -34.3% | +3.1% |
| 6M | -0.7% | +107.6% | -108.3% | -12.2% |
| YTD | +1.4% | +93.8% | -92.5% | -10.0% |
| 1Y | -12.3% | +80.8% | -93.1% | -21.4% |
| 3Y | +23.4% | +91.8% | -68.4% | +6.5% |
| 5Y | +15.0% | -36.4% | +51.4% | +11.2% |
| All | +240.4% | +605.7% | -365.3% | +120.8% |
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 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