+608.2%
OKTA vs BIDU
-47.4%
+655.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -2.4% | -8.1% | +5.7% | -0.1% |
| 30D | +13.0% | -12.8% | +25.9% | +17.2% |
| 3M | +41.7% | -21.3% | +63.0% | +50.6% |
| 6M | +105.9% | -27.0% | +132.9% | +121.6% |
| YTD | +92.6% | -30.0% | +122.6% | +107.7% |
| 1Y | +81.1% | -18.3% | +99.3% | +83.8% |
| 3Y | +84.8% | -33.8% | +118.7% | +92.0% |
| 5Y | -34.4% | -44.3% | +9.9% | -32.4% |
| All | +608.2% | -47.4% | +655.6% | +589.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling