+119.7%
OKTA vs BG
+7.2%
+112.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.9% |
| 7D | -14.2% | -3.8% | -10.4% | -14.6% |
| 30D | -12.5% | -9.6% | -2.9% | -13.4% |
| 3M | +29.2% | -8.5% | +37.8% | +26.9% |
| 6M | +147.3% | -23.0% | +170.4% | +146.8% |
| YTD | +120.9% | +10.9% | +110.1% | +125.7% |
| 1Y | +119.7% | +6.0% | +113.7% | +125.8% |
| All | +119.7% | +7.2% | +112.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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