-9.5%
ICE vs OKTA
+83.4%
-92.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | +4.0% | +13.0% | -9.0% | +3.5% |
| 3M | +13.7% | +41.7% | -28.0% | +11.5% |
| 6M | +0.9% | +105.9% | -105.0% | -4.5% |
| YTD | -2.1% | +92.6% | -94.7% | -7.0% |
| 1Y | -9.5% | +81.1% | -90.6% | -14.9% |
| All | -9.5% | +83.4% | -92.9% | -14.9% |
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