+336.0%
IR vs OKTA
+682.8%
-346.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.5% | +8.4% | -5.9% | +1.5% |
| 30D | +9.2% | -13.7% | +22.9% | +10.8% |
| 3M | +0.9% | +18.0% | -17.1% | -2.2% |
| 6M | +19.2% | +133.8% | -114.6% | +4.3% |
| YTD | +7.5% | +111.5% | -104.0% | -5.6% |
| 1Y | +11.7% | +118.3% | -106.6% | -2.3% |
| 3Y | +23.9% | +168.0% | -144.1% | +3.6% |
| 5Y | +46.4% | -30.1% | +76.4% | +37.2% |
| All | +336.0% | +682.8% | -346.9% | +207.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling