+77.5%
BKR vs OKTA
+601.1%
-523.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -7.0% | -2.4% | -4.6% | -6.8% |
| 30D | -8.1% | +13.0% | -21.2% | -9.2% |
| 3M | -6.6% | +41.7% | -48.3% | -9.5% |
| 6M | +0.9% | +105.9% | -105.1% | -5.8% |
| YTD | +31.1% | +92.6% | -61.5% | +22.8% |
| 1Y | +27.7% | +81.1% | -53.4% | +20.2% |
| 3Y | +71.2% | +84.8% | -13.6% | +59.0% |
| 5Y | +177.6% | -34.4% | +212.1% | +166.9% |
| All | +77.5% | +601.1% | -523.5% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling