+520.8%
APP vs OKTA
-30.9%
+551.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.2% | +1.4% |
| 7D | +48.9% | -4.6% | +53.6% | +49.9% |
| 30D | +49.4% | -19.7% | +69.2% | +61.3% |
| 3M | +27.0% | +21.2% | +5.8% | +9.4% |
| 6M | -15.4% | +123.1% | -138.5% | -48.4% |
| YTD | -39.9% | +110.8% | -150.7% | -62.8% |
| 1Y | -32.0% | +113.0% | -144.9% | -58.1% |
| 3Y | +824.3% | +168.9% | +655.4% | +368.9% |
| 5Y | +252.4% | -28.7% | +281.1% | +238.8% |
| All | +520.8% | -30.9% | +551.7% | +458.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling