+627.8%
OKTA vs AU
+916.6%
-288.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.5% |
| 7D | +0.4% | -7.0% | +7.4% | +1.1% |
| 30D | +13.8% | +7.3% | +6.5% | +12.8% |
| 3M | +48.9% | +33.2% | +15.7% | +44.0% |
| 6M | +114.9% | -0.6% | +115.6% | +112.9% |
| YTD | +97.9% | +26.2% | +71.7% | +90.0% |
| 1Y | +89.7% | +68.3% | +21.4% | +75.5% |
| 3Y | +95.8% | +592.1% | -496.3% | +50.9% |
| 5Y | -32.6% | +685.3% | -717.9% | -49.6% |
| All | +627.8% | +916.6% | -288.8% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling