+93.1%
OKTA vs IRE
-84.0%
+177.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.8% | +9.9% | +3.2% |
| 7D | +5.9% | +29.0% | -23.2% | +5.2% |
| 30D | +14.6% | +24.2% | -9.7% | +13.8% |
| 3M | +44.0% | -53.2% | +97.2% | +44.0% |
| 6M | +116.7% | -36.0% | +152.8% | +112.6% |
| YTD | +99.8% | -51.0% | +150.8% | +93.3% |
| All | +93.1% | -84.0% | +177.1% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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