+612.9%
OKTA vs APD
+176.8%
+436.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +0.7% | -2.5% | +3.2% | +1.7% |
| 30D | +13.0% | -1.9% | +14.9% | +13.8% |
| 3M | +43.4% | +8.2% | +35.2% | +38.4% |
| 6M | +107.6% | +10.7% | +96.9% | +96.7% |
| YTD | +93.8% | +22.9% | +70.9% | +74.7% |
| 1Y | +80.8% | +5.8% | +75.0% | +73.0% |
| 3Y | +91.8% | +7.8% | +84.0% | +76.8% |
| 5Y | -36.4% | +26.1% | -62.5% | -46.8% |
| All | +612.9% | +176.8% | +436.1% | +242.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling