+98.7%
OKTA vs AS
+134.9%
-36.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -19.0% | +6.9% | -25.9% | -20.0% |
| 30D | -22.6% | +16.0% | -38.6% | -24.8% |
| 3M | +17.5% | -12.8% | +30.4% | +20.6% |
| 6M | +117.8% | -15.4% | +133.2% | +124.3% |
| YTD | +95.1% | -15.7% | +110.8% | +99.7% |
| 1Y | +96.4% | +6.1% | +90.4% | +90.8% |
| All | +98.7% | +134.9% | -36.2% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling