-32.6%
OKTA vs BAX
-67.5%
+34.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | +0.4% | -5.4% | +5.8% | +1.1% |
| 30D | +13.8% | -12.4% | +26.2% | +15.8% |
| 3M | +48.9% | +19.1% | +29.8% | +44.5% |
| 6M | +114.9% | +38.6% | +76.3% | +103.0% |
| YTD | +97.9% | +26.7% | +71.2% | +88.4% |
| 1Y | +89.7% | +1.0% | +88.7% | +87.0% |
| 3Y | +95.8% | -33.9% | +129.7% | +103.6% |
| 5Y | -32.6% | -67.0% | +34.4% | -18.1% |
| All | -32.6% | -67.5% | +34.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling