+90.0%
OKTA vs BLDR
-58.1%
+148.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.2% |
| 7D | +0.4% | -8.1% | +8.5% | +2.0% |
| 30D | +13.8% | -21.5% | +35.3% | +19.1% |
| 3M | +48.9% | -21.0% | +69.9% | +54.5% |
| 6M | +114.9% | -37.1% | +152.0% | +132.6% |
| YTD | +97.9% | -42.7% | +140.6% | +116.8% |
| 1Y | +89.7% | -58.0% | +147.6% | +123.1% |
| All | +90.0% | -58.1% | +148.0% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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