+115.0%
OKTA vs AS
+125.3%
-10.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.7% |
| 7D | +6.6% | -3.6% | +10.3% | +7.3% |
| 30D | -19.4% | +3.4% | -22.8% | -20.0% |
| 3M | +23.9% | -8.6% | +32.5% | +25.8% |
| 6M | +130.9% | -10.0% | +140.9% | +134.5% |
| YTD | +111.1% | -19.2% | +130.3% | +117.7% |
| 1Y | +115.5% | -3.8% | +119.3% | +113.5% |
| All | +115.0% | +125.3% | -10.3% | +82.0% |
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