-24.8%
OKTA vs COMP
-49.7%
+24.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.2% |
| 7D | +5.9% | +0.8% | +5.0% | +5.7% |
| 30D | +14.6% | -13.9% | +28.4% | +18.8% |
| 3M | +44.0% | +30.7% | +13.3% | +33.2% |
| 6M | +116.7% | +18.7% | +98.0% | +101.3% |
| YTD | +99.8% | +1.0% | +98.7% | +92.2% |
| 1Y | +84.1% | +15.1% | +69.0% | +69.2% |
| 3Y | +97.7% | +219.8% | -122.1% | +22.1% |
| 5Y | -35.2% | -28.7% | -6.5% | -43.9% |
| All | -24.8% | -49.7% | +24.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling