+90.1%
OKTA vs IT
-24.5%
+114.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.8% |
| 7D | +2.6% | -6.0% | +8.7% | +5.0% |
| 30D | +16.0% | 0.0% | +16.0% | +15.9% |
| 3M | +38.2% | +13.1% | +25.1% | +31.6% |
| 6M | +137.8% | +11.7% | +126.1% | +127.2% |
| YTD | +97.3% | -26.1% | +123.4% | +113.9% |
| 1Y | +90.1% | -21.3% | +111.4% | +103.8% |
| All | +90.1% | -24.5% | +114.6% | +103.8% |
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