+284.9%
OKLO vs OKTA
+95.5%
+189.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.0% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -15.2% | +13.8% | -29.0% | -19.2% |
| 3M | -26.2% | +48.9% | -75.1% | -35.8% |
| 6M | -35.0% | +114.9% | -150.0% | -52.1% |
| YTD | -44.4% | +97.9% | -142.3% | -57.9% |
| 1Y | -45.9% | +89.7% | -135.6% | -58.0% |
| All | +284.9% | +95.5% | +189.4% | +195.0% |
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