+341.7%
BNY vs OKTA
+601.1%
-259.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -1.3% | -2.4% | +1.1% | -1.1% |
| 30D | -0.2% | +13.0% | -13.2% | -1.6% |
| 3M | +14.9% | +41.7% | -26.8% | +10.7% |
| 6M | +40.0% | +105.9% | -65.9% | +29.1% |
| YTD | +42.0% | +92.6% | -50.6% | +31.5% |
| 1Y | +56.9% | +81.1% | -24.2% | +46.0% |
| 3Y | +289.9% | +84.8% | +205.0% | +257.0% |
| 5Y | +259.2% | -34.4% | +293.6% | +241.0% |
| All | +341.7% | +601.1% | -259.3% | +227.6% |
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