+634.8%
OKTA vs INDA
+69.8%
+564.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.6% |
| 7D | +5.9% | -2.6% | +8.5% | +7.5% |
| 30D | +14.6% | -2.9% | +17.5% | +16.4% |
| 3M | +44.0% | +2.4% | +41.6% | +41.9% |
| 6M | +116.7% | -2.6% | +119.3% | +119.2% |
| YTD | +99.8% | -10.0% | +109.7% | +111.2% |
| 1Y | +84.1% | -7.7% | +91.7% | +91.2% |
| 3Y | +97.7% | +8.9% | +88.8% | +86.8% |
| 5Y | -35.2% | +6.0% | -41.2% | -37.5% |
| All | +634.8% | +69.8% | +564.9% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 all: compounded portfolio wealth divided by compounded INDA 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…
all analysis · Full analysis span regression · 6 months rolling