+82.7%
MET vs OKTA
-34.5%
+117.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | -0.5% | -2.4% | +1.9% | -0.3% |
| 30D | +0.5% | +13.0% | -12.5% | -0.8% |
| 3M | +11.6% | +41.7% | -30.1% | +7.7% |
| 6M | +40.8% | +105.9% | -65.2% | +30.1% |
| YTD | +25.7% | +92.6% | -66.9% | +16.6% |
| 1Y | +24.4% | +81.1% | -56.7% | +16.0% |
| 3Y | +67.5% | +84.8% | -17.4% | +54.0% |
| All | +82.7% | -34.5% | +117.2% | +76.0% |
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