+186.3%
LOW vs OKTA
+601.1%
-414.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | -3.7% | -2.4% | -1.3% | -3.4% |
| 30D | -8.9% | +13.0% | -21.9% | -11.0% |
| 3M | -10.4% | +41.7% | -52.1% | -15.6% |
| 6M | -19.4% | +105.9% | -125.3% | -29.5% |
| YTD | -17.1% | +92.6% | -109.7% | -27.1% |
| 1Y | -26.3% | +81.1% | -107.3% | -34.6% |
| 3Y | -9.9% | +84.8% | -94.7% | -23.1% |
| 5Y | +6.1% | -34.4% | +40.6% | +2.5% |
| All | +186.3% | +601.1% | -414.8% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling