+270.9%
ADP vs OKTA
+668.6%
-397.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +0.3% | +6.6% | -6.4% | -0.6% |
| 30D | +11.6% | -19.4% | +31.0% | +14.2% |
| 3M | +15.1% | +23.9% | -8.9% | +10.1% |
| 6M | +46.0% | +130.9% | -84.9% | +26.8% |
| YTD | +22.4% | +111.1% | -88.7% | +7.0% |
| 1Y | +24.5% | +115.5% | -91.1% | +8.5% |
| 3Y | +44.8% | +169.4% | -124.6% | +18.9% |
| 5Y | +49.1% | -30.2% | +79.3% | +41.7% |
| All | +270.9% | +668.6% | -397.7% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling