+84.8%
OKTA vs BRO
-7.6%
+92.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -2.4% | -7.3% | +4.9% | -1.2% |
| 30D | +13.0% | -6.9% | +19.9% | +14.1% |
| 3M | +41.7% | +10.7% | +31.0% | +36.9% |
| 6M | +105.9% | -2.7% | +108.6% | +104.2% |
| YTD | +92.6% | -16.3% | +108.9% | +96.1% |
| 1Y | +81.1% | -29.1% | +110.1% | +90.8% |
| 3Y | +84.8% | -7.8% | +92.7% | +75.3% |
| All | +84.8% | -7.6% | +92.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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