+90.0%
OKTA vs BBWI
-48.6%
+138.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | +0.4% | -8.0% | +8.4% | +1.4% |
| 30D | +13.8% | -6.6% | +20.4% | +14.6% |
| 3M | +48.9% | -2.7% | +51.6% | +48.6% |
| 6M | +114.9% | -12.8% | +127.7% | +116.1% |
| YTD | +97.9% | -10.5% | +108.4% | +97.1% |
| 1Y | +89.7% | -35.3% | +125.0% | +98.4% |
| All | +90.0% | -48.6% | +138.6% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling