+136.4%
BAC vs OKTA
+97.4%
+39.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | +0.2% |
| 7D | +0.6% | +5.9% | -5.3% | +0.2% |
| 30D | -1.4% | +14.6% | -15.9% | -2.6% |
| 3M | +15.7% | +44.0% | -28.3% | +11.6% |
| 6M | +32.2% | +116.7% | -84.5% | +20.9% |
| YTD | +15.8% | +99.8% | -84.0% | +6.6% |
| 1Y | +27.3% | +84.1% | -56.8% | +18.2% |
| All | +136.4% | +97.4% | +39.1% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling