+627.8%
OKTA vs BAH
+160.2%
+467.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.8% | -2.7% |
| 7D | +0.4% | +2.4% | -2.0% | -0.6% |
| 30D | +13.8% | -2.9% | +16.8% | +15.1% |
| 3M | +48.9% | -1.3% | +50.2% | +48.6% |
| 6M | +114.9% | -0.9% | +115.8% | +114.1% |
| YTD | +97.9% | -8.2% | +106.1% | +101.4% |
| 1Y | +89.7% | -24.0% | +113.7% | +105.4% |
| 3Y | +95.8% | -28.1% | +123.9% | +105.0% |
| 5Y | -32.6% | +2.5% | -35.1% | -41.6% |
| All | +627.8% | +160.2% | +467.6% | +302.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling