+625.6%
OKTA vs BUD
-12.2%
+637.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | +0.3% | +2.4% | +2.6% |
| 30D | +16.0% | -5.7% | +21.7% | +17.7% |
| 3M | +38.2% | +3.1% | +35.0% | +36.8% |
| 6M | +137.8% | +7.9% | +129.9% | +131.0% |
| YTD | +97.3% | +27.3% | +70.0% | +82.3% |
| 1Y | +90.1% | +37.8% | +52.3% | +71.4% |
| 3Y | +98.0% | +49.8% | +48.2% | +71.5% |
| 5Y | -36.9% | +43.8% | -80.7% | -45.2% |
| All | +625.6% | -12.2% | +637.9% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling