+211.3%
C vs OKTA
+627.3%
-416.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | +2.6% | +5.9% | -3.3% | +1.9% |
| 30D | +1.9% | +14.6% | -12.7% | -0.1% |
| 3M | +2.8% | +44.0% | -41.2% | -2.2% |
| 6M | +30.6% | +116.7% | -86.2% | +17.2% |
| YTD | +19.9% | +99.8% | -79.9% | +8.3% |
| 1Y | +44.6% | +84.1% | -39.5% | +31.8% |
| 3Y | +272.1% | +97.7% | +174.4% | +230.4% |
| 5Y | +132.0% | -35.2% | +167.1% | +121.4% |
| All | +211.3% | +627.3% | -416.0% | +117.1% |
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