+64.1%
O vs OKTA
+605.7%
-541.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.6% |
| 30D | -2.0% | +13.0% | -15.0% | -3.0% |
| 3M | +3.0% | +43.4% | -40.4% | 0.0% |
| 6M | -3.6% | +107.6% | -111.3% | -9.7% |
| YTD | +12.1% | +93.8% | -81.8% | +5.3% |
| 1Y | +8.9% | +80.8% | -71.9% | +2.8% |
| 3Y | +30.3% | +91.8% | -61.5% | +20.1% |
| 5Y | +13.7% | -36.4% | +50.1% | +12.8% |
| All | +64.1% | +605.7% | -541.5% | +34.3% |
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