-54.7%
OKLO vs OKTA
+83.4%
-138.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.7% | -6.5% | -8.6% |
| 7D | -12.2% | -2.4% | -9.8% | -11.8% |
| 30D | -19.7% | +13.0% | -32.8% | -21.9% |
| 3M | -37.4% | +41.7% | -79.1% | -42.1% |
| 6M | -42.3% | +105.9% | -148.2% | -51.8% |
| YTD | -49.5% | +92.6% | -142.1% | -56.4% |
| 1Y | -54.7% | +81.1% | -135.8% | -57.2% |
| All | -54.7% | +83.4% | -138.1% | -57.2% |
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