+407.3%
WMT vs OKTA
+627.3%
-220.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -0.2% | +5.9% | -6.1% | -0.5% |
| 30D | -5.8% | +14.6% | -20.4% | -6.6% |
| 3M | -10.8% | +44.0% | -54.8% | -12.6% |
| 6M | -14.3% | +116.7% | -131.1% | -18.5% |
| YTD | -4.4% | +99.8% | -104.2% | -8.7% |
| 1Y | +4.3% | +84.1% | -79.7% | +0.1% |
| 3Y | +100.1% | +97.7% | +2.4% | +88.8% |
| 5Y | +130.8% | -35.2% | +166.0% | +128.0% |
| All | +407.3% | +627.3% | -220.0% | +322.5% |
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