+179.0%
B vs OKTA
+601.1%
-422.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | +6.3% | +13.0% | -6.7% | +4.9% |
| 3M | +12.1% | +41.7% | -29.6% | +8.4% |
| 6M | -3.1% | +105.9% | -109.0% | -9.8% |
| YTD | +2.0% | +92.6% | -90.6% | -4.7% |
| 1Y | +51.7% | +81.1% | -29.4% | +42.4% |
| 3Y | +190.5% | +84.8% | +105.7% | +167.9% |
| 5Y | +158.0% | -34.4% | +192.4% | +147.1% |
| All | +179.0% | +601.1% | -422.0% | +155.1% |
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