+84.8%
OKTA vs BG
+18.0%
+66.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.6% |
| 7D | -2.4% | +3.1% | -5.5% | -2.5% |
| 30D | +13.0% | +10.2% | +2.8% | +12.3% |
| 3M | +41.7% | -1.7% | +43.4% | +42.3% |
| 6M | +105.9% | +1.0% | +105.0% | +106.1% |
| YTD | +92.6% | +39.9% | +52.6% | +87.7% |
| 1Y | +81.1% | +53.2% | +27.8% | +74.6% |
| 3Y | +84.8% | +16.3% | +68.6% | +84.9% |
| All | +84.8% | +18.0% | +66.9% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling