+94.6%
OKTA vs COMP
+225.1%
-130.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.6% | +1.4% | +1.3% | +2.3% |
| 30D | +16.0% | -13.3% | +29.4% | +19.0% |
| 3M | +38.2% | +41.1% | -3.0% | +29.0% |
| 6M | +137.8% | +17.2% | +120.6% | +126.9% |
| YTD | +97.3% | +5.2% | +92.1% | +91.4% |
| 1Y | +90.1% | +18.9% | +71.2% | +79.0% |
| All | +94.6% | +225.1% | -130.6% | +39.4% |
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