-40.7%
OKLO vs OKTA
+90.9%
-131.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +2.8% | +2.6% | +0.2% | +2.3% |
| 30D | -4.0% | +16.0% | -20.0% | -7.2% |
| 3M | -36.9% | +38.2% | -75.0% | -41.4% |
| 6M | -37.1% | +137.8% | -174.9% | -52.1% |
| YTD | -42.5% | +97.3% | -139.8% | -50.8% |
| 1Y | -40.7% | +90.1% | -130.8% | -46.4% |
| All | -40.7% | +90.9% | -131.6% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling