+3.7%
BA vs OKTA
+651.0%
-647.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | 0.0% | -6.0% | +6.0% | +0.9% |
| 30D | -8.9% | -23.2% | +14.2% | -5.6% |
| 3M | -25.5% | +18.3% | -43.8% | -28.8% |
| 6M | -27.0% | +112.6% | -139.5% | -37.8% |
| YTD | -20.1% | +106.3% | -126.4% | -32.3% |
| 1Y | -11.0% | +108.0% | -119.0% | -24.8% |
| 3Y | -11.8% | +163.2% | -175.0% | -30.9% |
| 5Y | -20.6% | -30.9% | +10.2% | -25.5% |
| All | +3.7% | +651.0% | -647.3% | -34.1% |
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