+118.3%
OKTA vs AS
-3.7%
+122.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +8.4% | -4.9% | +13.3% | +8.6% |
| 30D | -13.7% | +3.9% | -17.6% | -13.8% |
| 3M | +18.0% | -9.6% | +27.6% | +20.3% |
| 6M | +133.8% | -8.7% | +142.5% | +138.1% |
| YTD | +111.5% | -19.8% | +131.3% | +117.9% |
| 1Y | +118.3% | -1.5% | +119.9% | +123.9% |
| All | +118.3% | -3.7% | +122.1% | +123.9% |
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