+50.9%
XYZ vs OKTA
+91.3%
-40.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.7% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | +1.4% | +13.0% | -11.6% | -3.6% |
| 3M | +14.6% | +43.4% | -28.9% | -0.2% |
| 6M | +20.8% | +107.6% | -86.9% | -10.7% |
| YTD | +23.1% | +93.8% | -70.8% | -7.0% |
| 1Y | +5.6% | +80.8% | -75.2% | -18.0% |
| 3Y | +50.9% | +91.8% | -40.9% | +6.6% |
| All | +50.9% | +91.3% | -40.4% | +6.6% |
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