+236.1%
BAC vs OKTA
+618.3%
-382.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | -0.4% | +16.0% | -16.4% | -2.1% |
| 3M | +16.9% | +38.2% | -21.3% | +12.9% |
| 6M | +26.6% | +137.8% | -111.2% | +15.2% |
| YTD | +15.8% | +97.3% | -81.5% | +7.1% |
| 1Y | +27.2% | +90.1% | -62.9% | +17.9% |
| 3Y | +132.4% | +98.0% | +34.4% | +111.3% |
| 5Y | +72.6% | -36.9% | +109.5% | +65.9% |
| All | +236.1% | +618.3% | -382.3% | +144.4% |
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