+132.0%
C vs OKTA
-34.4%
+166.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 6M | +30.6% | +116.7% | -86.2% | +16.7% |
| YTD | +19.9% | +99.8% | -79.9% | +8.0% |
| 1Y | +44.6% | +84.1% | -39.5% | +31.4% |
| 3Y | +272.1% | +97.7% | +174.4% | +229.3% |
| 5Y | +132.0% | -35.2% | +167.1% | +112.4% |
| All | +132.0% | -34.4% | +166.4% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling