+219.9%
ADP vs OKTA
+620.5%
-400.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | -1.4% | +13.8% | -15.2% | -3.7% |
| 3M | +16.6% | +48.9% | -32.3% | +9.3% |
| 6M | +24.9% | +114.9% | -90.0% | +10.2% |
| YTD | +5.6% | +97.9% | -92.3% | -6.0% |
| 1Y | -6.0% | +89.7% | -95.7% | -16.0% |
| 3Y | +14.5% | +95.8% | -81.4% | -1.0% |
| 5Y | +47.9% | -32.6% | +80.5% | +42.2% |
| All | +219.9% | +620.5% | -400.5% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling