+2.9%
EXC vs OKTA
+83.4%
-80.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.7% |
| 7D | -1.1% | -2.4% | +1.3% | -1.2% |
| 30D | -3.6% | +13.0% | -16.7% | -2.8% |
| 3M | -4.3% | +41.7% | -46.0% | -1.9% |
| 6M | -9.9% | +105.9% | -115.9% | -4.8% |
| YTD | +1.8% | +92.6% | -90.8% | +6.6% |
| 1Y | +2.9% | +81.1% | -78.2% | +7.2% |
| All | +2.9% | +83.4% | -80.5% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling