+119.7%
OKTA vs BN
-3.9%
+123.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.3% | -0.8% |
| 7D | -14.2% | +12.0% | -26.2% | -17.1% |
| 30D | -12.5% | +17.0% | -29.5% | -16.9% |
| 3M | +29.2% | -3.2% | +32.5% | +32.7% |
| 6M | +147.3% | -3.9% | +151.2% | +153.9% |
| YTD | +120.9% | -5.6% | +126.5% | +127.0% |
| 1Y | +119.7% | -4.7% | +124.4% | +124.5% |
| All | +119.7% | -3.9% | +123.6% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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