+608.2%
OKTA vs BN
+221.6%
+386.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -2.4% | -5.2% | +2.8% | +0.2% |
| 30D | +13.0% | -14.5% | +27.5% | +22.4% |
| 3M | +41.7% | -15.0% | +56.7% | +53.7% |
| 6M | +105.9% | -5.4% | +111.3% | +110.3% |
| YTD | +92.6% | -16.4% | +109.0% | +109.0% |
| 1Y | +81.1% | -16.2% | +97.3% | +95.8% |
| 3Y | +84.8% | +67.5% | +17.3% | +36.2% |
| 5Y | -34.4% | +34.1% | -68.6% | -45.8% |
| All | +608.2% | +221.6% | +386.6% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling