+9.7%
IR vs OKTA
+91.5%
-81.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -13.6% | +13.0% | -26.6% | -15.1% |
| 3M | +3.7% | +43.4% | -39.7% | -1.5% |
| 6M | -13.1% | +107.6% | -120.7% | -22.5% |
| YTD | -5.1% | +93.8% | -98.9% | -14.9% |
| 1Y | -6.5% | +80.8% | -87.3% | -15.1% |
| All | +9.7% | +91.5% | -81.8% | -1.4% |
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