-33.9%
OKTA vs BROS
+41.2%
-75.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | +13.0% | -13.5% | +26.4% | +16.5% |
| 3M | +43.4% | -18.4% | +61.9% | +48.3% |
| 6M | +107.6% | -10.6% | +118.2% | +108.3% |
| YTD | +93.8% | -25.1% | +118.9% | +102.6% |
| 1Y | +80.8% | -28.6% | +109.5% | +90.3% |
| 3Y | +91.8% | +65.6% | +26.2% | +49.5% |
| All | -33.9% | +41.2% | -75.1% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling