+119.7%
OKTA vs BEN
+56.2%
+63.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | -0.7% |
| 7D | -14.2% | +6.7% | -20.9% | -15.9% |
| 30D | -12.5% | +3.0% | -15.5% | -13.3% |
| 3M | +29.2% | -4.3% | +33.6% | +30.8% |
| 6M | +147.3% | +16.4% | +131.0% | +132.3% |
| YTD | +120.9% | +46.8% | +74.2% | +83.8% |
| 1Y | +119.7% | +57.3% | +62.3% | +77.3% |
| All | +119.7% | +56.2% | +63.4% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling