+124.6%
BP vs OKTA
+601.1%
-476.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +5.2% | -2.4% | +7.6% | +5.3% |
| 30D | +8.7% | +13.0% | -4.3% | +7.9% |
| 3M | +9.3% | +41.7% | -32.4% | +7.2% |
| 6M | +13.6% | +105.9% | -92.4% | +8.8% |
| YTD | +37.7% | +92.6% | -54.9% | +32.2% |
| 1Y | +40.6% | +81.1% | -40.4% | +35.3% |
| 3Y | +40.3% | +84.8% | -44.5% | +33.7% |
| 5Y | +141.4% | -34.4% | +175.9% | +136.0% |
| All | +124.6% | +601.1% | -476.5% | +78.4% |
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 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