+677.8%
OKTA vs BN
+245.4%
+432.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | +8.4% | -1.0% | +9.4% | +8.9% |
| 30D | -13.7% | +14.0% | -27.7% | -19.6% |
| 3M | +18.0% | -9.0% | +27.0% | +23.0% |
| 6M | +133.8% | -8.8% | +142.7% | +142.8% |
| YTD | +111.5% | -10.3% | +121.7% | +120.0% |
| 1Y | +118.3% | -5.8% | +124.1% | +121.4% |
| 3Y | +168.0% | +94.8% | +73.2% | +82.1% |
| 5Y | -30.1% | +31.5% | -61.5% | -43.0% |
| All | +677.8% | +245.4% | +432.5% | +308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling