+627.8%
OKTA vs APD
+173.0%
+454.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.4% | -3.5% | +3.9% | +1.8% |
| 30D | +13.8% | -5.1% | +18.9% | +16.1% |
| 3M | +48.9% | +6.9% | +42.0% | +44.3% |
| 6M | +114.9% | +8.1% | +106.9% | +105.7% |
| YTD | +97.9% | +21.2% | +76.6% | +79.3% |
| 1Y | +89.7% | +4.9% | +84.8% | +82.0% |
| 3Y | +95.8% | +6.3% | +89.5% | +81.5% |
| 5Y | -32.6% | +24.3% | -56.9% | -43.4% |
| All | +627.8% | +173.0% | +454.8% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling