+608.2%
OKTA vs BAX
-47.4%
+655.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.3% |
| 7D | -2.4% | -7.9% | +5.5% | -0.4% |
| 30D | +13.0% | -11.7% | +24.7% | +16.5% |
| 3M | +41.7% | +16.2% | +25.5% | +35.1% |
| 6M | +105.9% | +32.0% | +74.0% | +88.5% |
| YTD | +92.6% | +24.7% | +67.8% | +77.0% |
| 1Y | +81.1% | -2.6% | +83.7% | +78.0% |
| 3Y | +84.8% | -35.0% | +119.8% | +98.9% |
| 5Y | -34.4% | -67.6% | +33.1% | -6.7% |
| All | +608.2% | -47.4% | +655.6% | +552.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling