+560.0%
BX vs OKTA
+601.1%
-41.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.1% |
| 7D | -5.6% | -2.4% | -3.2% | -5.1% |
| 30D | -12.2% | +13.0% | -25.3% | -15.6% |
| 3M | +7.4% | +41.7% | -34.3% | -2.6% |
| 6M | +22.2% | +105.9% | -83.8% | -1.1% |
| YTD | -14.0% | +92.6% | -106.6% | -29.5% |
| 1Y | -27.3% | +81.1% | -108.3% | -39.6% |
| 3Y | +24.5% | +84.8% | -60.3% | -1.3% |
| 5Y | +18.9% | -34.4% | +53.3% | +11.6% |
| All | +560.0% | +601.1% | -41.1% | +304.6% |
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 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