-34.6%
OKTA vs COMP
-17.6%
-17.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | -4.2% |
| 7D | -19.0% | +13.4% | -32.4% | -21.9% |
| 30D | -22.6% | +11.1% | -33.7% | -25.1% |
| 3M | +17.5% | -18.8% | +36.4% | +22.8% |
| 6M | +117.8% | +10.5% | +107.3% | +107.8% |
| YTD | +95.1% | -3.4% | +98.5% | +88.3% |
| 1Y | +96.4% | +19.7% | +76.8% | +78.3% |
| 3Y | +149.0% | +381.6% | -232.7% | +34.1% |
| All | -34.6% | -17.6% | -17.0% | -27.6% |
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