-35.2%
OKTA vs ALL
+115.1%
-150.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | +5.9% | -2.2% | +8.1% | +6.3% |
| 30D | +14.6% | -5.6% | +20.1% | +15.6% |
| 3M | +44.0% | +17.2% | +26.8% | +39.2% |
| 6M | +116.7% | +23.2% | +93.5% | +107.0% |
| YTD | +99.8% | +23.6% | +76.2% | +90.1% |
| 1Y | +84.1% | +29.2% | +54.9% | +72.9% |
| 3Y | +97.7% | +153.8% | -56.1% | +58.2% |
| 5Y | -35.2% | +116.1% | -151.3% | -47.8% |
| All | -35.2% | +115.1% | -150.3% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling