-33.3%
OKTA vs A
-14.3%
-19.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -4.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.0% |
| 30D | +13.0% | -0.9% | +13.9% | +13.7% |
| 3M | +41.7% | +13.6% | +28.1% | +30.9% |
| 6M | +105.9% | +27.8% | +78.1% | +75.0% |
| YTD | +92.6% | +8.6% | +83.9% | +80.9% |
| 1Y | +81.1% | +16.9% | +64.2% | +60.8% |
| 3Y | +84.8% | +32.9% | +51.9% | +39.4% |
| All | -33.3% | -14.3% | -19.0% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling