+677.8%
OKTA vs ALL
+306.0%
+371.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +8.4% | +5.0% | +3.4% | +7.3% |
| 30D | -13.7% | +13.3% | -27.0% | -16.2% |
| 3M | +18.0% | +3.2% | +14.8% | +16.8% |
| 6M | +133.8% | +25.3% | +108.5% | +119.7% |
| YTD | +111.5% | +30.5% | +81.0% | +95.7% |
| 1Y | +118.3% | +29.2% | +89.1% | +102.4% |
| 3Y | +168.0% | +119.1% | +48.9% | +112.5% |
| 5Y | -30.1% | +162.6% | -192.7% | -48.3% |
| All | +677.8% | +306.0% | +371.8% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling