+625.6%
OKTA vs A
+205.1%
+420.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | +2.6% | -1.9% | +4.6% | +3.9% |
| 30D | +16.0% | +6.9% | +9.1% | +11.4% |
| 3M | +38.2% | +9.2% | +28.9% | +30.3% |
| 6M | +137.8% | +25.7% | +112.1% | +101.9% |
| YTD | +97.3% | +11.5% | +85.8% | +81.0% |
| 1Y | +90.1% | +18.4% | +71.7% | +66.1% |
| 3Y | +98.0% | +26.6% | +71.4% | +56.7% |
| 5Y | -36.9% | -12.8% | -24.1% | -35.5% |
| All | +625.6% | +205.1% | +420.6% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling