+612.9%
OKTA vs BBWI
-33.1%
+646.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.4% | -1.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.5% |
| 30D | +13.0% | -6.2% | +19.2% | +13.8% |
| 3M | +43.4% | +4.3% | +39.1% | +41.8% |
| 6M | +107.6% | -7.2% | +114.8% | +107.1% |
| YTD | +93.8% | -3.0% | +96.9% | +91.3% |
| 1Y | +80.8% | -30.8% | +111.6% | +86.5% |
| 3Y | +91.8% | -43.4% | +135.2% | +97.8% |
| 5Y | -36.4% | -66.7% | +30.3% | -31.4% |
| All | +612.9% | -33.1% | +646.0% | +593.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling