+84.8%
OKTA vs BRKR
-11.8%
+96.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -8.7% | +6.3% | -0.7% |
| 30D | +13.0% | -9.9% | +22.9% | +15.3% |
| 3M | +41.7% | -3.1% | +44.8% | +40.1% |
| 6M | +105.9% | +45.5% | +60.4% | +87.0% |
| YTD | +92.6% | +13.7% | +78.9% | +83.0% |
| 1Y | +81.1% | +67.4% | +13.6% | +58.6% |
| 3Y | +84.8% | -13.2% | +98.1% | +71.3% |
| All | +84.8% | -11.8% | +96.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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