+81.1%
OKTA vs BAX
-0.4%
+81.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.7% |
| 7D | -2.4% | -7.9% | +5.5% | -2.2% |
| 30D | +13.0% | -11.7% | +24.7% | +13.4% |
| 3M | +41.7% | +16.2% | +25.5% | +40.4% |
| 6M | +105.9% | +32.0% | +74.0% | +100.8% |
| YTD | +92.6% | +24.7% | +67.8% | +88.7% |
| 1Y | +81.1% | -2.6% | +83.7% | +78.6% |
| All | +81.1% | -0.4% | +81.5% | +78.6% |
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