+180.0%
MET vs OKTA
+605.7%
-425.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | +1.1% | +0.7% | +0.4% | +1.1% |
| 30D | -2.3% | +13.0% | -15.3% | -3.6% |
| 3M | +13.9% | +43.4% | -29.5% | +9.9% |
| 6M | +34.8% | +107.6% | -72.8% | +25.0% |
| YTD | +23.5% | +93.8% | -70.3% | +14.9% |
| 1Y | +23.4% | +80.8% | -57.4% | +15.4% |
| 3Y | +64.9% | +91.8% | -26.9% | +51.6% |
| 5Y | +82.0% | -36.4% | +118.4% | +76.6% |
| All | +180.0% | +605.7% | -425.7% | +108.0% |
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 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