+50.6%
AA vs OKTA
+83.4%
-32.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | -3.4% | -2.4% | -1.0% | -3.2% |
| 30D | -5.8% | +13.0% | -18.8% | -7.7% |
| 3M | -29.9% | +41.7% | -71.6% | -33.8% |
| 6M | -27.0% | +105.9% | -133.0% | -35.4% |
| YTD | -8.7% | +92.6% | -101.3% | -17.7% |
| 1Y | +50.6% | +81.1% | -30.4% | +40.8% |
| All | +50.6% | +83.4% | -32.8% | +40.8% |
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