-22.1%
BA vs OKTA
-33.8%
+11.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.7% |
| 7D | +1.1% | -19.0% | +20.1% | +4.1% |
| 30D | -7.9% | -22.6% | +14.7% | -4.8% |
| 3M | -25.3% | +17.5% | -42.9% | -28.6% |
| 6M | -24.6% | +117.8% | -142.4% | -36.4% |
| YTD | -20.1% | +95.1% | -115.2% | -32.0% |
| 1Y | -11.8% | +96.4% | -108.2% | -25.0% |
| 3Y | -10.1% | +149.0% | -159.1% | -29.9% |
| All | -22.1% | -33.8% | +11.7% | -15.3% |
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