+27.2%
F vs OKTA
+82.1%
-54.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | -0.7% | +13.8% | -14.5% | -1.7% |
| 3M | -1.9% | +48.9% | -50.8% | -5.3% |
| 6M | +16.1% | +114.9% | -98.9% | +9.0% |
| YTD | +9.5% | +97.9% | -88.4% | +4.2% |
| 1Y | +27.2% | +89.7% | -62.5% | +22.0% |
| All | +27.2% | +82.1% | -54.9% | +22.0% |
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