+608.2%
OKTA vs A
+197.1%
+411.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -4.4% |
| 7D | -2.4% | -2.6% | +0.2% | -0.9% |
| 30D | +13.0% | -0.9% | +13.9% | +13.6% |
| 3M | +41.7% | +13.6% | +28.1% | +30.1% |
| 6M | +105.9% | +27.8% | +78.1% | +73.0% |
| YTD | +92.6% | +8.6% | +83.9% | +79.3% |
| 1Y | +81.1% | +16.9% | +64.2% | +59.2% |
| 3Y | +84.8% | +32.9% | +51.9% | +40.5% |
| 5Y | -34.4% | -14.1% | -20.3% | -32.5% |
| All | +608.2% | +197.1% | +411.1% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling