+1,611.9%
BE vs OKTA
+95.5%
+1,516.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | +9.7% | +0.4% | +9.3% | +9.6% |
| 30D | +22.4% | +13.8% | +8.6% | +19.2% |
| 3M | +10.4% | +48.9% | -38.5% | +2.7% |
| 6M | +67.9% | +114.9% | -47.1% | +43.4% |
| YTD | +197.5% | +97.9% | +99.6% | +157.9% |
| 1Y | +310.6% | +89.7% | +220.9% | +260.5% |
| All | +1,611.9% | +95.5% | +1,516.3% | +1,352.5% |
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