+91.8%
OKTA vs BAH
-31.4%
+123.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.9% | -1.3% | +7.2% | +6.3% |
| 30D | +14.6% | -6.6% | +21.2% | +17.0% |
| 3M | +44.0% | -7.2% | +51.1% | +47.0% |
| 6M | +116.7% | -10.0% | +126.7% | +123.1% |
| YTD | +99.8% | -12.5% | +112.2% | +105.8% |
| 1Y | +84.1% | -27.9% | +112.0% | +98.4% |
| All | +91.8% | -31.4% | +123.2% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling