+81.1%
OKTA vs BROS
-32.8%
+113.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | -2.4% | -5.8% | +3.4% | -1.3% |
| 30D | +13.0% | -14.0% | +27.0% | +16.2% |
| 3M | +41.7% | -32.5% | +74.2% | +52.1% |
| 6M | +105.9% | -14.9% | +120.8% | +104.0% |
| YTD | +92.6% | -28.3% | +120.8% | +97.3% |
| 1Y | +81.1% | -34.0% | +115.0% | +100.1% |
| All | +81.1% | -32.8% | +113.9% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling