+119.7%
OKTA vs BAH
+6.2%
+113.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.2% |
| 7D | -14.2% | +5.8% | -20.0% | -15.9% |
| 30D | -12.5% | +28.7% | -41.2% | -20.1% |
| 3M | +29.2% | +20.9% | +8.3% | +21.0% |
| 6M | +147.3% | +15.2% | +132.2% | +136.5% |
| YTD | +120.9% | +7.1% | +113.9% | +112.3% |
| 1Y | +119.7% | +6.4% | +113.3% | +110.1% |
| All | +119.7% | +6.2% | +113.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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