+933.3%
APP vs OKTA
+163.1%
+770.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.3% | -0.5% | +3.2% |
| 7D | +79.2% | -3.9% | +83.1% | +79.5% |
| 30D | +48.0% | -23.5% | +71.5% | +59.3% |
| 3M | +18.2% | +19.7% | -1.5% | +6.5% |
| 6M | -12.5% | +111.6% | -124.1% | -39.3% |
| YTD | -39.2% | +105.4% | -144.5% | -57.6% |
| 1Y | -33.9% | +108.4% | -142.3% | -54.2% |
| 3Y | +933.3% | +167.8% | +765.4% | +544.7% |
| All | +933.3% | +163.1% | +770.2% | +544.7% |
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 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