-68.6%
XYZ vs OKTA
-36.4%
-32.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.4% |
| 7D | +2.9% | +0.7% | +2.2% | +2.4% |
| 30D | +1.4% | +13.0% | -11.6% | -6.5% |
| 3M | +14.6% | +43.4% | -28.9% | -7.0% |
| 6M | +20.8% | +107.6% | -86.9% | -22.8% |
| YTD | +23.1% | +93.8% | -70.8% | -19.2% |
| 1Y | +5.6% | +80.8% | -75.2% | -28.2% |
| 3Y | +50.9% | +91.8% | -40.9% | -9.9% |
| 5Y | -68.6% | -36.4% | -32.2% | -61.0% |
| All | -68.6% | -36.4% | -32.2% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling