+81.9%
F vs OKTA
+667.4%
-585.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -2.1% | -4.6% | +2.5% | -1.7% |
| 30D | +3.3% | -19.7% | +23.1% | +5.5% |
| 3M | -11.3% | +21.2% | -32.5% | -14.5% |
| 6M | +5.3% | +123.1% | -117.8% | -7.0% |
| YTD | -2.2% | +110.8% | -113.0% | -13.7% |
| 1Y | -3.5% | +113.0% | -116.5% | -15.0% |
| 3Y | +49.5% | +168.9% | -119.4% | +25.3% |
| 5Y | -13.5% | -28.7% | +15.2% | -23.0% |
| All | +81.9% | +667.4% | -585.5% | +34.7% |
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