+119.7%
OKTA vs HRB
+16.9%
+102.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.1% |
| 7D | -14.2% | +16.0% | -30.2% | -16.8% |
| 30D | -12.5% | +32.1% | -44.6% | -18.1% |
| 3M | +29.2% | +21.5% | +7.7% | +22.2% |
| 6M | +147.3% | +82.1% | +65.3% | +101.0% |
| YTD | +120.9% | +31.6% | +89.3% | +88.8% |
| 1Y | +119.7% | +15.9% | +103.8% | +93.9% |
| All | +119.7% | +16.9% | +102.8% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling