+47.3%
OKTA vs BIYA
-99.8%
+147.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.7% | +2.7% | -2.0% | +0.7% |
| 30D | +13.0% | -18.7% | +31.7% | +12.9% |
| 3M | +43.4% | -72.0% | +115.5% | +42.9% |
| 6M | +107.6% | -86.4% | +194.0% | +106.1% |
| YTD | +93.8% | -94.2% | +188.0% | +91.7% |
| 1Y | +80.8% | -98.4% | +179.3% | +80.1% |
| All | +47.3% | -99.8% | +147.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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