+247.4%
VALE vs OKTA
+627.3%
-379.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.1% |
| 7D | -1.8% | +5.9% | -7.7% | -2.4% |
| 30D | +6.7% | +14.6% | -7.9% | +4.7% |
| 3M | +4.9% | +44.0% | -39.1% | +0.3% |
| 6M | +3.6% | +116.7% | -113.1% | -6.2% |
| YTD | +21.9% | +99.8% | -77.9% | +10.9% |
| 1Y | +61.6% | +84.1% | -22.5% | +48.3% |
| 3Y | +52.1% | +97.7% | -45.6% | +35.8% |
| 5Y | +43.2% | -35.2% | +78.3% | +40.2% |
| All | +247.4% | +627.3% | -379.9% | +153.3% |
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 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