-55.4%
APP vs OKTA
+114.8%
-170.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.5% |
| 7D | +4.5% | -14.2% | +18.7% | +8.9% |
| 30D | -3.6% | -12.5% | +8.9% | -0.5% |
| 3M | -35.3% | +29.2% | -64.5% | -40.6% |
| 6M | -42.8% | +147.3% | -190.1% | -60.4% |
| YTD | -59.7% | +120.9% | -180.6% | -70.4% |
| 1Y | -55.4% | +119.7% | -175.0% | -67.0% |
| All | -55.4% | +114.8% | -170.1% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling