+608.2%
OKTA vs IT
+62.8%
+545.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -5.2% |
| 7D | -2.4% | -3.7% | +1.3% | -1.0% |
| 30D | +13.0% | +0.1% | +13.0% | +12.5% |
| 3M | +41.7% | +20.7% | +21.0% | +24.8% |
| 6M | +105.9% | +12.0% | +94.0% | +88.7% |
| YTD | +92.6% | -28.8% | +121.4% | +118.2% |
| 1Y | +81.1% | -25.5% | +106.6% | +98.8% |
| 3Y | +84.8% | -48.8% | +133.6% | +136.0% |
| 5Y | -34.4% | -42.7% | +8.3% | -21.3% |
| All | +608.2% | +62.8% | +545.4% | +378.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling