+84.8%
OKTA vs BR
-5.3%
+90.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -2.4% | -3.0% | +0.6% | -0.7% |
| 30D | +13.0% | -0.3% | +13.3% | +13.1% |
| 3M | +41.7% | +17.3% | +24.4% | +27.1% |
| 6M | +105.9% | -6.7% | +112.6% | +111.5% |
| YTD | +92.6% | -23.4% | +116.0% | +119.8% |
| 1Y | +81.1% | -32.7% | +113.7% | +122.2% |
| 3Y | +84.8% | -5.9% | +90.7% | +82.9% |
| All | +84.8% | -5.3% | +90.2% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling