+90.1%
OKTA vs APD
+6.0%
+84.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | +2.6% | -2.2% | +4.8% | +2.4% |
| 30D | +16.0% | +2.1% | +13.9% | +16.3% |
| 3M | +38.2% | +7.2% | +31.0% | +39.0% |
| 6M | +137.8% | +11.2% | +126.6% | +138.9% |
| YTD | +97.3% | +24.4% | +72.9% | +97.1% |
| 1Y | +90.1% | +6.7% | +83.4% | +103.5% |
| All | +90.1% | +6.0% | +84.1% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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