+532.2%
BE vs OKTA
-30.1%
+562.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +10.8% | +8.4% | +2.4% | +8.2% |
| 30D | -19.8% | -13.7% | -6.1% | -15.8% |
| 3M | -18.7% | +18.0% | -36.7% | -24.2% |
| 6M | -33.7% | +133.8% | -167.6% | -52.4% |
| YTD | +121.0% | +111.5% | +9.5% | +59.6% |
| 1Y | +85.4% | +118.3% | -32.9% | +32.2% |
| 3Y | +1,709.5% | +168.0% | +1,541.5% | +998.9% |
| All | +532.2% | -30.1% | +562.3% | +591.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling