+91.8%
OKTA vs BN
+71.3%
+20.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +4.0% |
| 7D | +5.9% | -3.0% | +8.9% | +7.5% |
| 30D | +14.6% | -13.0% | +27.6% | +22.9% |
| 3M | +44.0% | -15.2% | +59.2% | +56.4% |
| 6M | +116.7% | -5.9% | +122.6% | +121.3% |
| YTD | +99.8% | -15.8% | +115.5% | +115.8% |
| 1Y | +84.1% | -12.2% | +96.2% | +93.8% |
| All | +91.8% | +71.3% | +20.5% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling