+119.7%
OKTA vs BHP
+53.4%
+66.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.5% |
| 7D | -14.2% | -2.5% | -11.7% | -14.0% |
| 30D | -12.5% | -7.7% | -4.8% | -12.0% |
| 3M | +29.2% | -6.4% | +35.6% | +29.3% |
| 6M | +147.3% | +5.2% | +142.2% | +148.2% |
| YTD | +120.9% | +38.3% | +82.6% | +103.4% |
| 1Y | +119.7% | +53.4% | +66.3% | +85.4% |
| All | +119.7% | +53.4% | +66.2% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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