+168.0%
OKTA vs A
+64.5%
+103.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | +8.4% | -0.5% | +8.9% | +8.6% |
| 30D | -13.7% | 0.0% | -13.7% | -13.4% |
| 3M | +18.0% | +16.7% | +1.3% | +11.6% |
| 6M | +133.8% | +54.8% | +79.0% | +97.1% |
| YTD | +111.5% | +28.8% | +82.7% | +91.6% |
| 1Y | +118.3% | +19.3% | +99.0% | +103.8% |
| 3Y | +168.0% | +65.5% | +102.5% | +134.4% |
| All | +168.0% | +64.5% | +103.5% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling