+90.1%
OKTA vs ALL
+28.3%
+61.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | -0.2% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +16.0% | -1.5% | +17.5% | +15.7% |
| 3M | +38.2% | +23.6% | +14.5% | +43.8% |
| 6M | +137.8% | +22.3% | +115.5% | +146.2% |
| YTD | +97.3% | +26.5% | +70.8% | +104.8% |
| 1Y | +90.1% | +27.0% | +63.1% | +100.1% |
| All | +90.1% | +28.3% | +61.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling