-26.4%
APP vs OKTA
+117.7%
-144.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +4.6% | +8.4% | -3.8% | +3.0% |
| 30D | +56.0% | -13.7% | +69.7% | +60.3% |
| 3M | +30.8% | +18.0% | +12.8% | +22.2% |
| 6M | -9.8% | +133.8% | -143.6% | -36.4% |
| YTD | -39.3% | +111.5% | -150.8% | -55.0% |
| 1Y | -26.4% | +118.3% | -144.8% | -45.6% |
| All | -26.4% | +117.7% | -144.1% | -45.6% |
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