+506.6%
APP vs OKTA
-32.3%
+539.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -4.0% | -3.7% |
| 7D | +61.1% | -6.0% | +67.1% | +63.1% |
| 30D | +42.8% | -23.2% | +65.9% | +57.1% |
| 3M | +16.7% | +18.3% | -1.6% | +1.6% |
| 6M | -15.6% | +112.6% | -128.2% | -47.3% |
| YTD | -41.3% | +106.3% | -147.6% | -63.3% |
| 1Y | -39.3% | +108.0% | -147.3% | -62.2% |
| 3Y | +803.2% | +163.2% | +640.0% | +362.5% |
| 5Y | +313.2% | -30.9% | +344.0% | +302.3% |
| All | +506.6% | -32.3% | +539.0% | +451.0% |
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