-33.3%
OKTA vs BN
+33.2%
-66.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | -2.4% | -5.2% | +2.8% | +1.2% |
| 30D | +13.0% | -14.5% | +27.5% | +25.8% |
| 3M | +41.7% | -15.0% | +56.7% | +58.1% |
| 6M | +105.9% | -5.4% | +111.3% | +110.9% |
| YTD | +92.6% | -16.4% | +109.0% | +114.4% |
| 1Y | +81.1% | -16.2% | +97.3% | +100.2% |
| 3Y | +84.8% | +67.5% | +17.3% | +9.6% |
| All | -33.3% | +33.2% | -66.4% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling