+99.4%
OKTA vs IRE
-97.7%
+197.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.8% | +16.3% | +1.1% |
| 7D | -6.0% | -41.9% | +35.9% | -4.6% |
| 30D | -23.2% | -75.1% | +51.9% | -20.5% |
| 3M | +18.3% | -82.4% | +100.7% | +22.6% |
| 6M | +112.6% | -95.5% | +208.1% | +122.2% |
| YTD | +106.3% | -93.1% | +199.3% | +108.3% |
| 1Y | +108.0% | -97.8% | +205.8% | +116.5% |
| All | +99.4% | -97.7% | +197.1% | +105.5% |
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