+677.8%
OKTA vs BAH
+198.5%
+479.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +8.4% | +1.7% | +6.7% | +7.8% |
| 30D | -13.7% | +20.8% | -34.5% | -19.9% |
| 3M | +18.0% | +11.6% | +6.5% | +12.9% |
| 6M | +133.8% | +23.1% | +110.8% | +113.9% |
| YTD | +111.5% | +5.3% | +106.2% | +103.7% |
| 1Y | +118.3% | +6.1% | +112.2% | +108.9% |
| 3Y | +168.0% | -27.5% | +195.5% | +180.8% |
| 5Y | -30.1% | +6.2% | -36.3% | -39.7% |
| All | +677.8% | +198.5% | +479.3% | +306.8% |
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