+47.6%
F vs OKTA
+97.2%
-49.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +5.3% | +2.6% | +2.7% | +5.0% |
| 30D | +4.6% | +16.0% | -11.4% | +2.3% |
| 3M | -3.7% | +38.2% | -41.8% | -8.2% |
| 6M | +16.8% | +137.8% | -121.0% | +1.9% |
| YTD | +15.3% | +97.3% | -82.0% | +3.3% |
| 1Y | +31.0% | +90.1% | -59.1% | +18.0% |
| All | +47.6% | +97.2% | -49.5% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling