+608.2%
OKTA vs BNS
+152.8%
+455.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +13.0% | +3.5% | +9.6% | +11.4% |
| 3M | +41.7% | +14.1% | +27.6% | +34.5% |
| 6M | +105.9% | +33.8% | +72.2% | +83.3% |
| YTD | +92.6% | +29.5% | +63.1% | +73.2% |
| 1Y | +81.1% | +48.4% | +32.7% | +54.3% |
| 3Y | +84.8% | +129.6% | -44.8% | +31.9% |
| 5Y | -34.4% | +96.1% | -130.5% | -49.8% |
| All | +608.2% | +152.8% | +455.4% | +426.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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