+627.8%
OKTA vs BDX
+45.5%
+582.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.3% |
| 7D | +0.4% | -5.4% | +5.8% | +2.4% |
| 30D | +13.8% | -2.2% | +16.0% | +14.4% |
| 3M | +48.9% | +20.1% | +28.8% | +38.2% |
| 6M | +114.9% | +9.1% | +105.9% | +106.3% |
| YTD | +97.9% | +17.9% | +80.0% | +83.2% |
| 1Y | +89.7% | +22.1% | +67.6% | +72.7% |
| 3Y | +95.8% | -10.5% | +106.4% | +99.1% |
| 5Y | -32.6% | -2.6% | -30.0% | -35.6% |
| All | +627.8% | +45.5% | +582.3% | +433.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling