+177.7%
C vs OKTA
+651.0%
-473.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | -6.0% | +5.6% | +0.3% |
| 30D | -5.2% | -23.2% | +18.0% | -2.7% |
| 3M | -9.1% | +18.3% | -27.4% | -11.6% |
| 6M | -1.6% | +112.6% | -114.2% | -11.6% |
| YTD | +6.9% | +106.3% | -99.3% | -4.2% |
| 1Y | +23.0% | +108.0% | -85.1% | +10.0% |
| 3Y | +216.1% | +163.2% | +53.0% | +171.0% |
| 5Y | +112.2% | -30.9% | +143.1% | +100.4% |
| All | +177.7% | +651.0% | -473.2% | +92.0% |
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