+145.2%
IWM vs OKTA
+618.3%
-473.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | -1.3% | +16.0% | -17.3% | -4.5% |
| 3M | +1.6% | +38.2% | -36.5% | -5.1% |
| 6M | +13.6% | +137.8% | -124.2% | -5.8% |
| YTD | +20.8% | +97.3% | -76.5% | +3.4% |
| 1Y | +26.4% | +90.1% | -63.7% | +8.9% |
| 3Y | +60.7% | +98.0% | -37.3% | +33.2% |
| 5Y | +38.2% | -36.9% | +75.1% | +32.0% |
| All | +145.2% | +618.3% | -473.1% | +55.1% |
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 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