+74.2%
AA vs OKTA
+95.5%
-21.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.6% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | -10.7% | +13.8% | -24.5% | -14.0% |
| 3M | -26.2% | +48.9% | -75.1% | -33.7% |
| 6M | -20.9% | +114.9% | -135.9% | -37.0% |
| YTD | -8.6% | +97.9% | -106.5% | -25.8% |
| 1Y | +57.4% | +89.7% | -32.3% | +29.5% |
| All | +74.2% | +95.5% | -21.3% | +46.2% |
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 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