+84.8%
OKTA vs BDX
-10.0%
+94.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | +13.0% | -2.5% | +15.6% | +13.2% |
| 3M | +41.7% | +21.4% | +20.3% | +37.2% |
| 6M | +105.9% | +10.4% | +95.5% | +102.7% |
| YTD | +92.6% | +18.8% | +73.7% | +86.0% |
| 1Y | +81.1% | +21.7% | +59.4% | +74.0% |
| 3Y | +84.8% | -10.0% | +94.8% | +89.1% |
| All | +84.8% | -10.0% | +94.8% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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