+903.5%
ASX vs OKTA
+627.3%
+276.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.5% | +3.0% |
| 7D | +11.1% | +5.9% | +5.2% | +9.9% |
| 30D | +9.6% | +14.6% | -5.0% | +6.1% |
| 3M | +18.6% | +44.0% | -25.4% | +9.7% |
| 6M | +92.1% | +116.7% | -24.6% | +60.6% |
| YTD | +158.5% | +99.8% | +58.7% | +118.4% |
| 1Y | +271.9% | +84.1% | +187.8% | +219.3% |
| 3Y | +465.2% | +97.7% | +367.6% | +366.1% |
| 5Y | +479.4% | -35.2% | +514.6% | +444.2% |
| All | +903.5% | +627.3% | +276.2% | +612.4% |
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