+154.7%
OKTA vs BOXX
+18.5%
+136.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.7% |
| 30D | +13.0% | +0.3% | +12.7% | +11.2% |
| 3M | +41.7% | +1.0% | +40.7% | +33.7% |
| 6M | +105.9% | +1.9% | +104.0% | +85.2% |
| YTD | +92.6% | +2.7% | +89.9% | +67.4% |
| 1Y | +81.1% | +4.0% | +77.0% | +48.4% |
| 3Y | +84.8% | +14.7% | +70.2% | +75.7% |
| All | +154.7% | +18.5% | +136.2% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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