+81.1%
OKTA vs IT
-23.2%
+104.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -4.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.2% |
| 30D | +13.0% | +0.1% | +13.0% | +12.8% |
| 3M | +41.7% | +20.7% | +21.0% | +29.5% |
| 6M | +105.9% | +12.0% | +94.0% | +96.2% |
| YTD | +92.6% | -28.8% | +121.4% | +109.1% |
| 1Y | +81.1% | -25.5% | +106.6% | +95.5% |
| All | +81.1% | -23.2% | +104.3% | +95.5% |
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