+182.2%
C vs OKTA
+667.4%
-485.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.4% |
| 7D | -0.4% | -4.6% | +4.2% | +0.1% |
| 30D | -5.3% | -19.7% | +14.4% | -3.3% |
| 3M | -8.0% | +21.2% | -29.2% | -10.8% |
| 6M | -0.3% | +123.1% | -123.4% | -10.9% |
| YTD | +8.6% | +110.8% | -102.1% | -2.9% |
| 1Y | +25.8% | +113.0% | -87.1% | +12.3% |
| 3Y | +221.2% | +168.9% | +52.2% | +174.7% |
| 5Y | +113.6% | -28.7% | +142.2% | +101.0% |
| All | +182.2% | +667.4% | -485.2% | +94.6% |
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