+185.9%
B vs OKTA
+618.3%
-432.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +2.6% | -4.2% | -1.8% |
| 30D | +9.4% | +16.0% | -6.6% | +7.8% |
| 3M | +5.0% | +38.2% | -33.2% | +1.7% |
| 6M | -3.5% | +137.8% | -141.3% | -11.4% |
| YTD | +4.5% | +97.3% | -92.8% | -2.5% |
| 1Y | +67.8% | +90.1% | -22.3% | +56.9% |
| 3Y | +196.7% | +98.0% | +98.7% | +172.1% |
| 5Y | +151.9% | -36.9% | +188.8% | +142.2% |
| All | +185.9% | +618.3% | -432.5% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling