+139.3%
SLB vs OKTA
-34.4%
+173.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.3% |
| 7D | -1.9% | +5.9% | -7.7% | -2.3% |
| 30D | +7.8% | +14.6% | -6.8% | +6.4% |
| 3M | +2.7% | +44.0% | -41.3% | -0.4% |
| 6M | +22.2% | +116.7% | -94.6% | +13.9% |
| YTD | +51.1% | +99.8% | -48.7% | +41.5% |
| 1Y | +63.3% | +84.1% | -20.7% | +53.9% |
| 3Y | +2.4% | +97.7% | -95.3% | -4.9% |
| 5Y | +139.3% | -35.2% | +174.5% | +121.2% |
| All | +139.3% | -34.4% | +173.8% | +121.2% |
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