+84.8%
OKTA vs BHP
+71.6%
+13.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -3.6% | +1.2% | -1.3% |
| 30D | +13.0% | -1.2% | +14.2% | +13.1% |
| 3M | +41.7% | +1.2% | +40.5% | +40.2% |
| 6M | +105.9% | +21.4% | +84.5% | +90.7% |
| YTD | +92.6% | +50.4% | +42.1% | +60.6% |
| 1Y | +81.1% | +67.5% | +13.6% | +43.5% |
| 3Y | +84.8% | +72.8% | +12.0% | +36.3% |
| All | +84.8% | +71.6% | +13.3% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling