+562.9%
BX vs OKTA
+627.3%
-64.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.7% | -4.4% |
| 7D | -5.7% | +5.9% | -11.5% | -7.0% |
| 30D | -8.9% | +14.6% | -23.5% | -12.6% |
| 3M | +8.4% | +44.0% | -35.6% | -2.0% |
| 6M | +18.9% | +116.7% | -97.8% | -4.9% |
| YTD | -13.6% | +99.8% | -113.4% | -29.8% |
| 1Y | -22.4% | +84.1% | -106.5% | -35.8% |
| 3Y | +26.0% | +97.7% | -71.7% | -1.8% |
| 5Y | +18.8% | -35.2% | +54.0% | +11.7% |
| All | +562.9% | +627.3% | -64.5% | +303.0% |
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