+640.8%
APP vs OKTA
+91.3%
+549.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -10.0% | +13.0% | -23.0% | -15.3% |
| 3M | -44.6% | +43.4% | -88.1% | -52.6% |
| 6M | -37.9% | +107.6% | -145.5% | -56.0% |
| YTD | -53.7% | +93.8% | -147.5% | -66.2% |
| 1Y | -43.0% | +80.8% | -123.8% | -57.3% |
| 3Y | +640.8% | +91.8% | +549.0% | +422.2% |
| All | +640.8% | +91.3% | +549.4% | +422.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling