+167.1%
OKTA vs APD
+29.2%
+137.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.0% |
| 7D | -4.6% | -1.2% | -3.4% | -4.4% |
| 30D | -19.7% | +11.0% | -30.8% | -21.0% |
| 3M | +21.2% | +2.6% | +18.7% | +20.8% |
| 6M | +123.1% | +4.8% | +118.3% | +121.4% |
| YTD | +110.8% | +31.0% | +79.8% | +97.4% |
| 1Y | +113.0% | +23.4% | +89.6% | +102.2% |
| All | +167.1% | +29.2% | +137.9% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling