-13.7%
SLB vs OKTA
+670.0%
-683.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +3.5% | +8.4% | -4.9% | +2.9% |
| 30D | +6.5% | -13.7% | +20.2% | +7.4% |
| 3M | -0.2% | +18.0% | -18.3% | -1.8% |
| 6M | -5.7% | +133.8% | -139.6% | -12.1% |
| YTD | +36.8% | +111.5% | -74.6% | +28.0% |
| 1Y | +45.8% | +118.3% | -72.5% | +36.0% |
| 3Y | +3.4% | +168.0% | -164.7% | -5.6% |
| 5Y | +76.1% | -30.1% | +106.2% | +68.2% |
| All | -13.7% | +670.0% | -683.7% | -29.9% |
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