+118.3%
OKTA vs APD
+25.0%
+93.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +8.4% | +3.8% | +4.6% | +9.0% |
| 30D | -13.7% | +8.2% | -21.9% | -12.3% |
| 3M | +18.0% | +4.3% | +13.7% | +19.3% |
| 6M | +133.8% | +4.7% | +129.2% | +136.5% |
| YTD | +111.5% | +31.5% | +79.9% | +116.0% |
| 1Y | +118.3% | +23.5% | +94.8% | +124.4% |
| All | +118.3% | +25.0% | +93.3% | +124.4% |
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 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