+66.8%
MET vs OKTA
+95.5%
-28.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.2% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | 0.0% | +13.8% | -13.8% | -1.5% |
| 3M | +13.1% | +48.9% | -35.8% | +8.0% |
| 6M | +39.0% | +114.9% | -75.9% | +25.5% |
| YTD | +25.2% | +97.9% | -72.7% | +13.9% |
| 1Y | +25.6% | +89.7% | -64.0% | +14.8% |
| All | +66.8% | +95.5% | -28.7% | +52.2% |
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