+269.3%
C vs OKTA
+91.3%
+178.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.5% |
| 7D | +3.2% | +0.7% | +2.5% | +3.1% |
| 30D | +1.3% | +13.0% | -11.7% | -0.4% |
| 3M | +3.1% | +43.4% | -40.3% | -1.9% |
| 6M | +29.6% | +107.6% | -78.0% | +15.8% |
| YTD | +19.0% | +93.8% | -74.9% | +7.0% |
| 1Y | +45.6% | +80.8% | -35.2% | +32.2% |
| 3Y | +269.3% | +91.8% | +177.5% | +225.3% |
| All | +269.3% | +91.3% | +178.0% | +225.3% |
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