+87.4%
OKTA vs IRE
-82.8%
+170.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.2% | -12.0% | -2.0% |
| 7D | +0.7% | +58.9% | -58.2% | -0.4% |
| 30D | +13.0% | +17.2% | -4.2% | +12.3% |
| 3M | +43.4% | -58.6% | +102.0% | +43.5% |
| 6M | +107.6% | -23.5% | +131.1% | +102.8% |
| YTD | +93.8% | -47.4% | +141.3% | +87.3% |
| All | +87.4% | -82.8% | +170.2% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling