+89.7%
OKTA vs ALL
+28.8%
+60.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.1% |
| 7D | +0.4% | -4.3% | +4.7% | -0.6% |
| 30D | +13.8% | -3.6% | +17.4% | +13.0% |
| 3M | +48.9% | +13.2% | +35.7% | +51.7% |
| 6M | +114.9% | +22.5% | +92.4% | +122.0% |
| YTD | +97.9% | +22.7% | +75.2% | +103.3% |
| 1Y | +89.7% | +28.3% | +61.4% | +96.8% |
| All | +89.7% | +28.8% | +60.8% | +96.8% |
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