+608.2%
OKTA vs BBY
+165.6%
+442.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +13.0% | +9.4% | +3.6% | +9.2% |
| 3M | +41.7% | +19.3% | +22.4% | +32.7% |
| 6M | +105.9% | +47.9% | +58.0% | +79.5% |
| YTD | +92.6% | +39.6% | +53.0% | +70.2% |
| 1Y | +81.1% | +22.2% | +58.9% | +66.4% |
| 3Y | +84.8% | +45.0% | +39.9% | +48.0% |
| 5Y | -34.4% | +2.6% | -37.0% | -41.6% |
| All | +608.2% | +165.6% | +442.6% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling