-15.0%
SLB vs OKTA
+668.6%
-683.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.6% | +6.6% | -4.1% | +2.1% |
| 30D | +4.4% | -19.4% | +23.8% | +5.8% |
| 3M | -2.7% | +23.9% | -26.7% | -4.6% |
| 6M | -7.5% | +130.9% | -138.4% | -13.7% |
| YTD | +34.8% | +111.1% | -76.3% | +26.1% |
| 1Y | +44.6% | +115.5% | -70.9% | +35.0% |
| 3Y | +3.2% | +169.4% | -166.2% | -5.8% |
| 5Y | +73.6% | -30.2% | +103.7% | +65.8% |
| All | -15.0% | +668.6% | -683.6% | -30.9% |
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