+149.0%
OKTA vs COMP
+353.8%
-204.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | -3.4% |
| 7D | -19.0% | +13.4% | -32.4% | -21.0% |
| 30D | -22.6% | +11.1% | -33.7% | -24.3% |
| 3M | +17.5% | -18.8% | +36.4% | +21.5% |
| 6M | +117.8% | +10.5% | +107.3% | +111.2% |
| YTD | +95.1% | -3.4% | +98.5% | +91.5% |
| 1Y | +96.4% | +19.7% | +76.8% | +84.9% |
| 3Y | +149.0% | +381.6% | -232.7% | +69.7% |
| All | +149.0% | +353.8% | -204.8% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling