+627.8%
OKTA vs BG
+113.9%
+514.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +0.4% | +3.7% | -3.3% | -0.1% |
| 30D | +13.8% | +12.3% | +1.5% | +11.7% |
| 3M | +48.9% | -2.2% | +51.1% | +49.0% |
| 6M | +114.9% | +5.3% | +109.6% | +112.4% |
| YTD | +97.9% | +42.4% | +55.5% | +86.1% |
| 1Y | +89.7% | +55.2% | +34.5% | +75.3% |
| 3Y | +95.8% | +21.0% | +74.9% | +86.9% |
| 5Y | -32.6% | +87.1% | -119.8% | -41.1% |
| All | +627.8% | +113.9% | +514.0% | +459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling