+398.5%
ASX vs OKTA
+171.0%
+227.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +6.1% |
| 7D | +0.8% | -4.6% | +5.4% | +2.2% |
| 30D | -20.4% | -19.7% | -0.7% | -16.8% |
| 3M | -2.1% | +21.2% | -23.4% | -5.3% |
| 6M | +8.2% | +123.1% | -114.9% | -8.6% |
| YTD | +137.3% | +110.8% | +26.5% | +100.4% |
| 1Y | +155.0% | +113.0% | +42.1% | +114.6% |
| All | +398.5% | +171.0% | +227.5% | +299.7% |
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