+5.2%
LOW vs OKTA
-34.5%
+39.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -3.7% | -2.4% | -1.3% | -3.5% |
| 30D | -8.9% | +13.0% | -21.9% | -10.4% |
| 3M | -10.4% | +41.7% | -52.1% | -14.2% |
| 6M | -19.4% | +105.9% | -125.3% | -27.0% |
| YTD | -17.1% | +92.6% | -109.7% | -24.6% |
| 1Y | -26.3% | +81.1% | -107.3% | -32.4% |
| 3Y | -9.9% | +84.8% | -94.7% | -19.9% |
| All | +5.2% | -34.5% | +39.7% | 0.0% |
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 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