+78.5%
BKR vs OKTA
+620.5%
-541.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.7% | -6.6% |
| 7D | -6.7% | +0.4% | -7.1% | -6.7% |
| 30D | -8.3% | +13.8% | -22.2% | -9.5% |
| 3M | -5.4% | +48.9% | -54.3% | -8.6% |
| 6M | +0.8% | +114.9% | -114.1% | -6.2% |
| YTD | +31.8% | +97.9% | -66.0% | +23.3% |
| 1Y | +28.6% | +89.7% | -61.1% | +20.6% |
| 3Y | +71.2% | +95.8% | -24.6% | +58.3% |
| 5Y | +179.2% | -32.6% | +211.9% | +167.9% |
| All | +78.5% | +620.5% | -541.9% | +40.0% |
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