+24.5%
BX vs OKTA
+90.2%
-65.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.0% |
| 7D | -5.6% | -2.4% | -3.2% | -5.2% |
| 30D | -12.2% | +13.0% | -25.3% | -14.7% |
| 3M | +7.4% | +41.7% | -34.3% | -0.5% |
| 6M | +22.2% | +105.9% | -83.8% | +2.8% |
| YTD | -14.0% | +92.6% | -106.6% | -26.8% |
| 1Y | -27.3% | +81.1% | -108.3% | -37.4% |
| 3Y | +24.5% | +84.8% | -60.3% | +2.5% |
| All | +24.5% | +90.2% | -65.7% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling