+1,449.6%
NET vs OKTA
+60.9%
+1,388.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | +2.6% | -9.6% | -8.4% |
| 30D | -4.8% | +16.0% | -20.8% | -15.4% |
| 3M | +3.8% | +38.2% | -34.3% | -18.5% |
| 6M | +50.0% | +137.8% | -87.8% | -22.6% |
| YTD | +41.5% | +97.3% | -55.8% | -17.1% |
| 1Y | +32.8% | +90.1% | -57.3% | -20.1% |
| 3Y | +335.9% | +98.0% | +237.9% | +125.3% |
| 5Y | +113.8% | -36.9% | +150.7% | +144.7% |
| All | +1,449.6% | +60.9% | +1,388.6% | +945.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling