+608.2%
OKTA vs BR
+196.8%
+411.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -2.4% | -3.0% | +0.6% | -0.3% |
| 30D | +13.0% | -0.3% | +13.3% | +13.1% |
| 3M | +41.7% | +17.3% | +24.4% | +24.8% |
| 6M | +105.9% | -6.7% | +112.6% | +114.9% |
| YTD | +92.6% | -23.4% | +116.0% | +129.4% |
| 1Y | +81.1% | -32.7% | +113.7% | +135.6% |
| 3Y | +84.8% | -5.9% | +90.7% | +85.2% |
| 5Y | -34.4% | +8.4% | -42.9% | -41.8% |
| All | +608.2% | +196.8% | +411.4% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling