+627.8%
OKTA vs BR
+197.7%
+430.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.4% | -6.0% | +6.4% | +4.7% |
| 30D | +13.8% | -0.9% | +14.7% | +14.3% |
| 3M | +48.9% | +16.4% | +32.5% | +31.9% |
| 6M | +114.9% | -8.2% | +123.1% | +126.7% |
| YTD | +97.9% | -23.2% | +121.1% | +135.2% |
| 1Y | +89.7% | -30.9% | +120.6% | +142.3% |
| 3Y | +95.8% | -5.0% | +100.8% | +94.8% |
| 5Y | -32.6% | +8.8% | -41.4% | -40.3% |
| All | +627.8% | +197.7% | +430.1% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling