+367.9%
APP vs OKTA
-34.5%
+402.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -3.6% |
| 7D | -4.4% | +5.9% | -10.3% | -7.0% |
| 30D | -10.0% | +14.6% | -24.6% | -17.8% |
| 3M | -41.4% | +44.0% | -85.4% | -52.3% |
| 6M | -41.0% | +116.7% | -157.7% | -62.8% |
| YTD | -54.7% | +99.8% | -154.5% | -70.3% |
| 1Y | -45.3% | +84.1% | -129.4% | -62.8% |
| 3Y | +624.3% | +97.7% | +526.6% | +342.9% |
| 5Y | +329.1% | -35.2% | +364.3% | +343.2% |
| All | +367.9% | -34.5% | +402.4% | +345.7% |
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