+414.6%
ASX vs OKTA
+94.7%
+319.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | +2.6% | -3.3% | -1.2% |
| 30D | +2.0% | +16.0% | -14.0% | -1.3% |
| 3M | -1.3% | +38.2% | -39.5% | -7.7% |
| 6M | +71.4% | +137.8% | -66.4% | +38.8% |
| YTD | +135.3% | +97.3% | +38.0% | +99.2% |
| 1Y | +267.5% | +90.1% | +177.4% | +214.0% |
| All | +414.6% | +94.7% | +319.9% | +318.4% |
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 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