+68.6%
MAR vs OKTA
+90.2%
-21.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.9% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | -5.4% | +13.0% | -18.5% | -6.6% |
| 3M | -15.5% | +41.7% | -57.2% | -18.7% |
| 6M | +3.0% | +105.9% | -103.0% | -6.5% |
| YTD | +8.5% | +92.6% | -84.0% | -0.9% |
| 1Y | +26.0% | +81.1% | -55.1% | +16.0% |
| 3Y | +68.6% | +84.8% | -16.2% | +51.4% |
| All | +68.6% | +90.2% | -21.6% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling