+80.8%
OKTA vs AS
-22.5%
+103.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.4% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | +13.0% | -22.1% | +35.1% | +17.3% |
| 3M | +43.4% | -15.3% | +58.7% | +47.1% |
| 6M | +107.6% | -15.6% | +123.2% | +110.9% |
| YTD | +93.8% | -23.2% | +117.0% | +100.4% |
| 1Y | +80.8% | -21.7% | +102.5% | +93.2% |
| All | +80.8% | -22.5% | +103.4% | +93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling