+2.7%
AA vs OKTA
-35.6%
+38.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 3M | -26.2% | +48.9% | -75.1% | -33.2% |
| 6M | -20.9% | +114.9% | -135.9% | -35.4% |
| YTD | -8.6% | +97.9% | -106.5% | -24.3% |
| 1Y | +57.4% | +89.7% | -32.3% | +31.8% |
| 3Y | +77.8% | +95.8% | -18.0% | +44.2% |
| 5Y | +2.7% | -32.6% | +35.3% | -16.4% |
| All | +2.7% | -35.6% | +38.2% | -16.4% |
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