+37.3%
IR vs OKTA
-34.4%
+71.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.5% |
| 7D | -1.9% | +5.9% | -7.8% | -2.7% |
| 30D | -15.0% | +14.6% | -29.6% | -17.1% |
| 3M | -0.4% | +44.0% | -44.4% | -6.4% |
| 6M | -15.0% | +116.7% | -131.8% | -26.2% |
| YTD | -7.1% | +99.8% | -106.8% | -18.5% |
| 1Y | -7.5% | +84.1% | -91.6% | -17.9% |
| 3Y | +6.3% | +97.7% | -91.4% | -9.0% |
| 5Y | +37.3% | -35.2% | +72.5% | +38.1% |
| All | +37.3% | -34.4% | +71.8% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling