+625.6%
OKTA vs APA
+4.2%
+621.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +16.0% | +23.4% | -7.4% | +13.6% |
| 3M | +38.2% | +12.7% | +25.5% | +36.2% |
| 6M | +137.8% | +39.4% | +98.4% | +128.7% |
| YTD | +97.3% | +79.0% | +18.3% | +84.8% |
| 1Y | +90.1% | +88.8% | +1.3% | +76.4% |
| 3Y | +98.0% | +6.4% | +91.6% | +90.8% |
| 5Y | -36.9% | +153.0% | -189.9% | -43.1% |
| All | +625.6% | +4.2% | +621.5% | +538.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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