+130.5%
IWM vs OKTA
+670.0%
-539.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | +8.4% | -7.0% | 0.0% |
| 30D | +2.3% | -13.7% | +16.0% | +4.4% |
| 3M | -8.3% | +18.0% | -26.3% | -12.2% |
| 6M | -1.3% | +133.8% | -135.2% | -17.8% |
| YTD | +13.5% | +111.5% | -98.0% | -4.6% |
| 1Y | +18.4% | +118.3% | -99.9% | -1.2% |
| 3Y | +69.6% | +168.0% | -98.4% | +32.5% |
| 5Y | +23.3% | -30.1% | +53.3% | +15.0% |
| All | +130.5% | +670.0% | -539.5% | +43.0% |
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