+39.1%
O vs OKTA
+171.9%
-132.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.4% | +8.4% | -8.8% | -0.3% |
| 30D | +7.1% | -13.7% | +20.8% | +7.0% |
| 3M | -5.2% | +18.0% | -23.3% | -5.1% |
| 6M | -1.8% | +133.8% | -135.6% | -2.2% |
| YTD | +9.1% | +111.5% | -102.4% | +8.8% |
| 1Y | +9.7% | +118.3% | -108.6% | +9.2% |
| 3Y | +39.1% | +168.0% | -128.9% | +36.0% |
| All | +39.1% | +171.9% | -132.8% | +36.0% |
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 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