+168.0%
OKTA vs BUD
+49.6%
+118.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.3% |
| 7D | +8.4% | +1.0% | +7.4% | +8.5% |
| 30D | -13.7% | +6.7% | -20.4% | -13.4% |
| 3M | +18.0% | +5.7% | +12.3% | +18.4% |
| 6M | +133.8% | +5.8% | +128.0% | +134.0% |
| YTD | +111.5% | +34.4% | +77.1% | +104.9% |
| 1Y | +118.3% | +33.3% | +85.1% | +111.7% |
| 3Y | +168.0% | +48.8% | +119.2% | +135.1% |
| All | +168.0% | +49.6% | +118.4% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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