+1,008.9%
BE vs OKTA
+203.9%
+805.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +10.3% |
| 7D | +29.8% | +0.7% | +29.1% | +29.4% |
| 30D | +26.4% | +13.0% | +13.4% | +18.1% |
| 3M | +9.3% | +43.4% | -34.1% | -6.9% |
| 6M | +105.1% | +107.6% | -2.6% | +42.5% |
| YTD | +219.0% | +93.8% | +125.2% | +124.8% |
| 1Y | +418.8% | +80.8% | +337.9% | +275.5% |
| 3Y | +1,784.6% | +91.8% | +1,692.8% | +1,130.7% |
| 5Y | +1,251.0% | -36.4% | +1,287.4% | +1,255.5% |
| All | +1,008.9% | +203.9% | +805.0% | +517.4% |
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