+40.6%
ICE vs OKTA
+95.5%
-54.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | +3.0% | +13.8% | -10.8% | +2.0% |
| 3M | +11.4% | +48.9% | -37.5% | +8.0% |
| 6M | -2.0% | +114.9% | -117.0% | -8.6% |
| YTD | -3.1% | +97.9% | -101.0% | -9.1% |
| 1Y | -8.4% | +89.7% | -98.1% | -13.8% |
| All | +40.6% | +95.5% | -54.9% | +32.3% |
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