+274.5%
IR vs OKTA
+632.5%
-358.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -14.0% | +13.8% | -27.8% | -15.9% |
| 3M | +3.7% | +48.9% | -45.2% | -2.4% |
| 6M | -15.4% | +114.9% | -130.3% | -25.2% |
| YTD | -7.7% | +97.9% | -105.6% | -17.8% |
| 1Y | -8.8% | +89.7% | -98.5% | -18.4% |
| 3Y | +5.6% | +95.8% | -90.2% | -7.7% |
| 5Y | +34.3% | -32.6% | +67.0% | +27.2% |
| All | +274.5% | +632.5% | -358.0% | +167.5% |
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