-32.5%
OKTA vs BROS
+33.7%
-66.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.2% |
| 7D | +0.4% | -6.1% | +6.5% | +1.9% |
| 30D | +13.8% | -12.4% | +26.2% | +17.0% |
| 3M | +48.9% | -27.9% | +76.8% | +58.7% |
| 6M | +114.9% | -16.8% | +131.7% | +119.3% |
| YTD | +97.9% | -29.0% | +126.9% | +109.4% |
| 1Y | +89.7% | -33.2% | +122.9% | +102.6% |
| 3Y | +95.8% | +56.8% | +39.1% | +54.5% |
| All | -32.5% | +33.7% | -66.2% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling