+16.0%
AA vs OKTA
+114.8%
-98.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.7% |
| 7D | +0.9% | -14.2% | +15.1% | +2.2% |
| 30D | -6.4% | -12.5% | +6.0% | -5.5% |
| 3M | -13.0% | +29.2% | -42.2% | -15.8% |
| 6M | -34.6% | +147.3% | -182.0% | -41.7% |
| YTD | -23.0% | +120.9% | -144.0% | -29.9% |
| 1Y | +16.0% | +119.7% | -103.7% | +6.2% |
| All | +16.0% | +114.8% | -98.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling