+119.7%
OKTA vs BAX
+46.0%
+73.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | +0.7% |
| 7D | -14.2% | +4.1% | -18.3% | -14.0% |
| 30D | -12.5% | +9.4% | -21.9% | -12.4% |
| 3M | +29.2% | -6.5% | +35.7% | +29.8% |
| 6M | +147.3% | +59.6% | +87.8% | +139.7% |
| YTD | +120.9% | +38.9% | +82.1% | +114.8% |
| 1Y | +119.7% | +48.0% | +71.7% | +109.6% |
| All | +119.7% | +46.0% | +73.6% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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