-0.3%
BA vs OKTA
-36.4%
+36.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | -10.1% | +13.0% | -23.1% | -12.5% |
| 3M | -2.4% | +43.4% | -45.8% | -9.1% |
| 6M | -8.8% | +107.6% | -116.4% | -21.9% |
| YTD | -2.9% | +93.8% | -96.8% | -16.2% |
| 1Y | -8.8% | +80.8% | -89.6% | -20.3% |
| 3Y | -0.3% | +91.8% | -92.1% | -16.9% |
| 5Y | -0.3% | -36.4% | +36.1% | +4.2% |
| All | -0.3% | -36.4% | +36.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling