+81.1%
OKTA vs BBWI
-31.4%
+112.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.4% | -9.1% | -3.1% |
| 7D | -2.4% | -4.8% | +2.4% | -2.1% |
| 30D | +13.0% | +3.5% | +9.6% | +12.7% |
| 3M | +41.7% | -0.3% | +42.0% | +41.5% |
| 6M | +105.9% | -5.4% | +111.3% | +105.3% |
| YTD | +92.6% | -4.7% | +97.3% | +90.8% |
| 1Y | +81.1% | -30.5% | +111.5% | +88.0% |
| All | +81.1% | -31.4% | +112.4% | +88.0% |
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