+188.8%
LOW vs OKTA
+627.3%
-438.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.5% |
| 7D | -0.6% | +5.9% | -6.5% | -1.4% |
| 30D | -9.3% | +14.6% | -23.8% | -11.6% |
| 3M | -8.1% | +44.0% | -52.1% | -13.6% |
| 6M | -19.8% | +116.7% | -136.5% | -30.3% |
| YTD | -16.4% | +99.8% | -116.1% | -26.8% |
| 1Y | -24.7% | +84.1% | -108.7% | -33.3% |
| 3Y | -8.8% | +97.7% | -106.5% | -23.0% |
| 5Y | +7.8% | -35.2% | +42.9% | +4.5% |
| All | +188.8% | +627.3% | -438.5% | +83.5% |
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