+192.1%
ICE vs OKTA
+605.7%
-413.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -1.2% | +0.7% | -1.9% | -1.2% |
| 30D | +5.0% | +13.0% | -8.0% | +2.9% |
| 3M | +13.9% | +43.4% | -29.6% | +8.2% |
| 6M | -4.4% | +107.6% | -112.0% | -14.3% |
| YTD | -1.9% | +93.8% | -95.7% | -11.6% |
| 1Y | -8.1% | +80.8% | -88.9% | -16.6% |
| 3Y | +42.5% | +91.8% | -49.3% | +24.9% |
| 5Y | +40.6% | -36.4% | +77.0% | +37.0% |
| All | +192.1% | +605.7% | -413.5% | +112.0% |
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