+97.4%
OKTA vs AS
+114.1%
-16.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.2% |
| 7D | +0.7% | -2.6% | +3.3% | +1.2% |
| 30D | +13.0% | -22.1% | +35.1% | +18.7% |
| 3M | +43.4% | -15.3% | +58.7% | +47.9% |
| 6M | +107.6% | -15.6% | +123.2% | +112.8% |
| YTD | +93.8% | -23.2% | +117.0% | +102.4% |
| 1Y | +80.8% | -21.7% | +102.5% | +87.5% |
| All | +97.4% | +114.1% | -16.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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