+46.5%
F vs OKTA
-36.4%
+82.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -3.9% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +1.2% | +13.0% | -11.8% | -1.5% |
| 3M | -5.7% | +43.4% | -49.1% | -12.4% |
| 6M | +17.9% | +107.6% | -89.7% | +0.7% |
| YTD | +10.4% | +93.8% | -83.4% | -5.1% |
| 1Y | +25.3% | +80.8% | -55.5% | +9.1% |
| 3Y | +37.5% | +91.8% | -54.3% | +13.5% |
| 5Y | +46.5% | -36.4% | +82.9% | +29.6% |
| All | +46.5% | -36.4% | +82.9% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling