-32.6%
OKTA vs BEN
+36.2%
-68.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.1% |
| 30D | +13.8% | +0.9% | +12.9% | +13.0% |
| 3M | +48.9% | +9.2% | +39.7% | +40.9% |
| 6M | +114.9% | +36.8% | +78.2% | +76.5% |
| YTD | +97.9% | +44.4% | +53.5% | +57.0% |
| 1Y | +89.7% | +45.8% | +43.8% | +49.0% |
| 3Y | +95.8% | +52.5% | +43.3% | +43.6% |
| 5Y | -32.6% | +37.7% | -70.3% | -48.8% |
| All | -32.6% | +36.2% | -68.9% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling