+137.2%
EXC vs OKTA
+618.3%
-481.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | +2.6% | -2.3% | +0.2% |
| 30D | -3.7% | +16.0% | -19.7% | -4.6% |
| 3M | -1.3% | +38.2% | -39.4% | -3.2% |
| 6M | -9.7% | +137.8% | -147.5% | -14.5% |
| YTD | +2.9% | +97.3% | -94.4% | -1.7% |
| 1Y | +4.4% | +90.1% | -85.7% | -0.1% |
| 3Y | +22.2% | +98.0% | -75.8% | +14.6% |
| 5Y | +46.7% | -36.9% | +83.6% | +47.1% |
| All | +137.2% | +618.3% | -481.1% | +106.9% |
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