-80.3%
OKLO vs OKTA
+114.8%
-195.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.6% | -6.0% |
| 7D | -18.4% | -14.2% | -4.2% | -15.8% |
| 30D | -38.5% | -12.5% | -26.0% | -36.8% |
| 3M | -48.9% | +29.2% | -78.2% | -51.2% |
| 6M | -67.8% | +147.3% | -215.1% | -72.6% |
| YTD | -69.2% | +120.9% | -190.1% | -73.4% |
| 1Y | -80.3% | +119.7% | -200.0% | -82.6% |
| All | -80.3% | +114.8% | -195.0% | -82.6% |
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