+125.2%
BP vs OKTA
+670.0%
-544.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +3.8% | +8.4% | -4.6% | +3.4% |
| 30D | -5.3% | -13.7% | +8.4% | -4.8% |
| 3M | +9.3% | +18.0% | -8.8% | +8.1% |
| 6M | +7.2% | +133.8% | -126.6% | +2.1% |
| YTD | +38.0% | +111.5% | -73.4% | +31.7% |
| 1Y | +33.2% | +118.3% | -85.1% | +26.9% |
| 3Y | +50.3% | +168.0% | -117.7% | +40.5% |
| 5Y | +114.1% | -30.1% | +144.2% | +108.5% |
| All | +125.2% | +670.0% | -544.8% | +77.9% |
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