+16.2%
AGG vs OKTA
+620.5%
-604.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -1.0% | +13.8% | -14.8% | -1.2% |
| 3M | -1.3% | +48.9% | -50.2% | -2.0% |
| 6M | -2.1% | +114.9% | -117.0% | -3.4% |
| YTD | -1.2% | +97.9% | -99.1% | -2.5% |
| 1Y | -0.5% | +89.7% | -90.2% | -1.7% |
| 3Y | +12.4% | +95.8% | -83.4% | +10.6% |
| 5Y | -2.4% | -32.6% | +30.2% | -3.5% |
| All | +16.2% | +620.5% | -604.3% | +14.5% |
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 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