+1,018.4%
IBKR vs OKTA
+601.1%
+417.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.6% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | -0.2% | +13.0% | -13.3% | -2.9% |
| 3M | +3.0% | +41.7% | -38.7% | -3.9% |
| 6M | +33.9% | +105.9% | -72.1% | +15.9% |
| YTD | +42.5% | +92.6% | -50.0% | +24.4% |
| 1Y | +44.9% | +81.1% | -36.2% | +27.8% |
| 3Y | +293.0% | +84.8% | +208.2% | +238.6% |
| 5Y | +497.7% | -34.4% | +532.1% | +479.3% |
| All | +1,018.4% | +601.1% | +417.3% | +615.4% |
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