+181.7%
C vs OKTA
+670.0%
-488.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.2% | +8.4% | -4.2% | +3.3% |
| 30D | +2.0% | -13.7% | +15.7% | +3.3% |
| 3M | -10.1% | +18.0% | -28.1% | -12.6% |
| 6M | +1.0% | +133.8% | -132.9% | -10.3% |
| YTD | +8.5% | +111.5% | -103.0% | -3.1% |
| 1Y | +25.7% | +118.3% | -92.6% | +11.9% |
| 3Y | +216.0% | +168.0% | +48.0% | +170.3% |
| 5Y | +112.3% | -30.1% | +142.4% | +100.2% |
| All | +181.7% | +670.0% | -488.3% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling