-35.6%
OKTA vs COMP
-31.2%
-4.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.6% | +1.4% | +1.3% | +2.2% |
| 30D | +16.0% | -13.3% | +29.4% | +20.2% |
| 3M | +38.2% | +41.1% | -3.0% | +25.2% |
| 6M | +137.8% | +17.2% | +120.6% | +121.2% |
| YTD | +97.3% | +5.2% | +92.1% | +87.8% |
| 1Y | +90.1% | +18.9% | +71.2% | +73.1% |
| 3Y | +98.0% | +215.9% | -117.9% | +22.3% |
| All | -35.6% | -31.2% | -4.4% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling