+294.4%
MAR vs OKTA
+627.3%
-333.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.4% |
| 7D | -0.5% | +5.9% | -6.4% | -1.2% |
| 30D | -4.7% | +14.6% | -19.2% | -6.9% |
| 3M | -15.6% | +44.0% | -59.6% | -20.4% |
| 6M | +1.2% | +116.7% | -115.5% | -11.3% |
| YTD | +7.5% | +99.8% | -92.3% | -5.1% |
| 1Y | +26.6% | +84.1% | -57.4% | +13.0% |
| 3Y | +66.0% | +97.7% | -31.7% | +42.9% |
| 5Y | +154.1% | -35.2% | +189.3% | +140.6% |
| All | +294.4% | +627.3% | -333.0% | +131.8% |
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