+608.2%
OKTA vs BRO
+244.4%
+363.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -7.3% | +4.9% | +1.1% |
| 30D | +13.0% | -6.9% | +19.9% | +16.3% |
| 3M | +41.7% | +10.7% | +31.0% | +32.6% |
| 6M | +105.9% | -2.7% | +108.6% | +105.2% |
| YTD | +92.6% | -16.3% | +108.9% | +106.0% |
| 1Y | +81.1% | -29.1% | +110.1% | +109.8% |
| 3Y | +84.8% | -7.8% | +92.7% | +77.2% |
| 5Y | -34.4% | +18.7% | -53.2% | -46.8% |
| All | +608.2% | +244.4% | +363.8% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling