+44.6%
SMCI vs OKTA
+90.2%
-45.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.7% | +10.0% | +8.4% |
| 7D | +1.3% | -2.4% | +3.7% | +2.1% |
| 30D | +6.6% | +13.0% | -6.4% | -0.5% |
| 3M | +25.4% | +41.7% | -16.3% | +3.6% |
| 6M | +26.1% | +105.9% | -79.8% | -14.3% |
| YTD | +37.0% | +92.6% | -55.6% | -5.2% |
| 1Y | -8.8% | +81.1% | -89.8% | -34.7% |
| 3Y | +44.6% | +84.8% | -40.2% | -0.3% |
| All | +44.6% | +90.2% | -45.6% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling