+334.0%
OKLO vs OKTA
-31.6%
+365.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.2% |
| 7D | +12.4% | +0.7% | +11.7% | +12.3% |
| 30D | -10.6% | +13.0% | -23.5% | -12.5% |
| 3M | -26.5% | +43.4% | -69.9% | -30.7% |
| 6M | -25.6% | +107.6% | -133.3% | -34.3% |
| YTD | -39.6% | +93.8% | -133.5% | -46.3% |
| 1Y | -38.8% | +80.8% | -119.6% | -44.8% |
| 3Y | +318.1% | +91.8% | +226.3% | +276.6% |
| 5Y | +339.7% | -36.4% | +376.1% | +297.9% |
| All | +334.0% | -31.6% | +365.5% | +294.1% |
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