-17.4%
AA vs OKTA
-30.1%
+12.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +0.5% | +8.4% | -7.9% | -1.1% |
| 30D | -0.6% | -13.7% | +13.1% | +1.8% |
| 3M | -19.7% | +18.0% | -37.7% | -23.9% |
| 6M | -41.6% | +133.8% | -175.4% | -53.3% |
| YTD | -24.6% | +111.5% | -136.1% | -39.2% |
| 1Y | +4.9% | +118.3% | -113.5% | -16.0% |
| 3Y | +66.8% | +168.0% | -101.2% | +25.5% |
| All | -17.4% | -30.1% | +12.7% | -29.5% |
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