+26.9%
BA vs OKTA
+618.3%
-591.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | +2.6% | -1.5% | +0.7% |
| 30D | -11.6% | +16.0% | -27.7% | -14.5% |
| 3M | -2.4% | +38.2% | -40.5% | -8.5% |
| 6M | -6.6% | +137.8% | -144.4% | -21.9% |
| YTD | -2.2% | +97.3% | -99.5% | -15.7% |
| 1Y | -8.0% | +90.1% | -98.1% | -20.3% |
| 3Y | -5.0% | +98.0% | -103.0% | -21.0% |
| 5Y | -2.7% | -36.9% | +34.2% | -6.5% |
| All | +26.9% | +618.3% | -591.4% | -17.9% |
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