-32.0%
OKTA vs APD
+25.1%
-57.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +5.9% | -4.6% | +10.5% | +7.6% |
| 30D | +14.6% | -4.2% | +18.8% | +16.3% |
| 3M | +44.0% | +5.0% | +39.0% | +40.9% |
| 6M | +116.7% | +8.9% | +107.8% | +107.4% |
| YTD | +99.8% | +21.9% | +77.9% | +81.3% |
| 1Y | +84.1% | +5.6% | +78.5% | +77.2% |
| 3Y | +97.7% | +6.9% | +90.8% | +84.7% |
| All | -32.0% | +25.1% | -57.1% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling