+90.1%
OKTA vs BBWI
-34.3%
+124.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.5% |
| 30D | +16.0% | -5.2% | +21.2% | +16.3% |
| 3M | +38.2% | +11.1% | +27.1% | +37.1% |
| 6M | +137.8% | -13.4% | +151.2% | +139.9% |
| YTD | +97.3% | +0.1% | +97.2% | +95.3% |
| 1Y | +90.1% | -36.1% | +126.2% | +86.9% |
| All | +90.1% | -34.3% | +124.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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