+140.1%
B vs OKTA
+670.0%
-529.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -7.3% | +8.4% | -15.7% | -7.9% |
| 30D | -3.3% | -13.7% | +10.4% | -2.4% |
| 3M | -7.8% | +18.0% | -25.8% | -9.6% |
| 6M | -15.5% | +133.8% | -149.4% | -22.3% |
| YTD | -12.3% | +111.5% | -123.7% | -18.9% |
| 1Y | +5.4% | +118.3% | -113.0% | -2.9% |
| 3Y | +165.5% | +168.0% | -2.5% | +137.2% |
| 5Y | +107.0% | -30.1% | +137.1% | +96.8% |
| All | +140.1% | +670.0% | -529.9% | +117.1% |
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