+48.4%
HYG vs OKTA
+601.1%
-552.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | -0.7% | +13.0% | -13.8% | -1.5% |
| 3M | -0.2% | +41.7% | -41.9% | -2.3% |
| 6M | +1.4% | +105.9% | -104.5% | -3.1% |
| YTD | +1.5% | +92.6% | -91.1% | -2.9% |
| 1Y | +2.9% | +81.1% | -78.2% | -1.2% |
| 3Y | +25.6% | +84.8% | -59.2% | +19.1% |
| 5Y | +18.6% | -34.4% | +53.0% | +15.7% |
| All | +48.4% | +601.1% | -552.7% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling