+119.7%
OKTA vs IT
-17.9%
+137.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.3% |
| 7D | -14.2% | -5.5% | -8.7% | -13.5% |
| 30D | -12.5% | +10.3% | -22.8% | -17.0% |
| 3M | +29.2% | +11.5% | +17.7% | +21.6% |
| 6M | +147.3% | +40.3% | +107.1% | +112.1% |
| YTD | +120.9% | -17.9% | +138.8% | +122.7% |
| 1Y | +119.7% | -8.8% | +128.5% | +116.7% |
| All | +119.7% | -17.9% | +137.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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