+211.1%
C vs OKTA
+618.3%
-407.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | +2.6% | +1.0% | +3.3% |
| 30D | +0.1% | +16.0% | -16.0% | -2.1% |
| 3M | +2.4% | +38.2% | -35.7% | -2.1% |
| 6M | +24.9% | +137.8% | -112.9% | +10.7% |
| YTD | +19.8% | +97.3% | -77.5% | +8.4% |
| 1Y | +44.9% | +90.1% | -45.2% | +31.5% |
| 3Y | +263.0% | +98.0% | +165.0% | +222.2% |
| 5Y | +129.5% | -36.9% | +166.4% | +119.8% |
| All | +211.1% | +618.3% | -407.2% | +117.3% |
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 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