-10.4%
DOW vs OKTA
+107.1%
-117.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +2.0% | +13.0% | -11.0% | +0.3% |
| 3M | -12.5% | +43.4% | -56.0% | -16.4% |
| 6M | -9.2% | +107.6% | -116.8% | -17.8% |
| YTD | +30.8% | +93.8% | -63.0% | +19.1% |
| 1Y | +29.4% | +80.8% | -51.4% | +18.8% |
| 3Y | -34.6% | +91.8% | -126.4% | -41.3% |
| 5Y | -35.9% | -36.4% | +0.4% | -38.9% |
| All | -10.4% | +107.1% | -117.5% | -31.5% |
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