+612.9%
OKTA vs BAX
-45.0%
+657.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.8% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | +13.0% | -9.7% | +22.7% | +15.8% |
| 3M | +43.4% | +29.3% | +14.2% | +33.0% |
| 6M | +107.6% | +40.7% | +67.0% | +86.9% |
| YTD | +93.8% | +30.3% | +63.5% | +76.3% |
| 1Y | +80.8% | +3.4% | +77.4% | +74.9% |
| 3Y | +91.8% | -32.0% | +123.8% | +104.1% |
| 5Y | -36.4% | -66.9% | +30.5% | -9.4% |
| All | +612.9% | -45.0% | +657.9% | +549.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling