-12.1%
DOW vs OKTA
+105.7%
-117.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.8% |
| 7D | -1.4% | -2.4% | +1.0% | -1.2% |
| 30D | -3.9% | +13.0% | -17.0% | -5.6% |
| 3M | -12.7% | +41.7% | -54.4% | -16.4% |
| 6M | -13.7% | +105.9% | -119.6% | -21.8% |
| YTD | +28.4% | +92.6% | -64.2% | +17.0% |
| 1Y | +21.8% | +81.1% | -59.3% | +11.7% |
| 3Y | -35.7% | +84.8% | -120.5% | -42.1% |
| 5Y | -36.8% | -34.4% | -2.4% | -39.9% |
| All | -12.1% | +105.7% | -117.8% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling