+97.3%
F vs OKTA
+627.3%
-530.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -7.0% | -4.3% |
| 7D | -4.9% | +5.9% | -10.8% | -5.6% |
| 30D | -2.9% | +14.6% | -17.5% | -5.0% |
| 3M | -9.1% | +44.0% | -53.1% | -13.8% |
| 6M | +12.9% | +116.7% | -103.8% | +0.4% |
| YTD | +6.1% | +99.8% | -93.7% | -5.0% |
| 1Y | +22.5% | +84.1% | -61.5% | +10.8% |
| 3Y | +32.1% | +97.7% | -65.6% | +15.6% |
| 5Y | +43.7% | -35.2% | +78.9% | +30.1% |
| All | +97.3% | +627.3% | -530.0% | +48.2% |
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 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