+173.5%
BAC vs OKTA
+670.0%
-496.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.2% | +8.4% | -5.2% | +2.5% |
| 30D | -0.7% | -13.7% | +13.0% | +0.3% |
| 3M | -20.0% | +18.0% | -38.0% | -21.7% |
| 6M | +3.4% | +133.8% | -130.4% | -5.6% |
| YTD | -5.7% | +111.5% | -117.2% | -13.7% |
| 1Y | -1.4% | +118.3% | -119.8% | -10.0% |
| 3Y | +97.9% | +168.0% | -70.1% | +74.8% |
| 5Y | +22.9% | -30.1% | +53.0% | +16.8% |
| All | +173.5% | +670.0% | -496.4% | +97.1% |
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