+235.4%
BAC vs OKTA
+620.5%
-385.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.8% | +13.8% | -15.6% | -3.2% |
| 3M | +15.3% | +48.9% | -33.6% | +10.6% |
| 6M | +30.2% | +114.9% | -84.8% | +19.7% |
| YTD | +15.6% | +97.9% | -82.3% | +6.8% |
| 1Y | +27.5% | +89.7% | -62.2% | +18.2% |
| 3Y | +137.0% | +95.8% | +41.2% | +115.7% |
| 5Y | +75.6% | -32.6% | +108.2% | +67.9% |
| All | +235.4% | +620.5% | -385.0% | +143.9% |
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 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