+181.8%
C vs OKTA
+668.6%
-486.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +4.7% | +6.6% | -1.9% | +4.0% |
| 30D | +0.2% | -19.4% | +19.6% | +2.2% |
| 3M | -9.3% | +23.9% | -33.3% | -12.3% |
| 6M | -0.8% | +130.9% | -131.7% | -11.8% |
| YTD | +8.5% | +111.1% | -102.6% | -3.0% |
| 1Y | +23.1% | +115.5% | -92.4% | +9.7% |
| 3Y | +220.8% | +169.4% | +51.4% | +174.3% |
| 5Y | +112.4% | -30.2% | +142.6% | +100.4% |
| All | +181.8% | +668.6% | -486.8% | +94.4% |
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