+291.3%
IR vs OKTA
+630.3%
-339.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -2.8% | +2.6% | -5.5% | -3.2% |
| 30D | -15.1% | +16.0% | -31.2% | -17.2% |
| 3M | +6.1% | +38.2% | -32.1% | +0.8% |
| 6M | -16.8% | +137.8% | -154.6% | -27.6% |
| YTD | -3.5% | +97.3% | -100.8% | -14.0% |
| 1Y | -3.5% | +90.1% | -93.6% | -13.7% |
| 3Y | +9.5% | +98.0% | -88.5% | -4.5% |
| 5Y | +45.1% | -36.9% | +82.0% | +38.3% |
| All | +291.3% | +630.3% | -339.0% | +179.6% |
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