+612.9%
OKTA vs IT
+56.4%
+556.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.7% | +1.8% |
| 7D | +0.7% | -9.1% | +9.8% | +5.2% |
| 30D | +13.0% | -7.0% | +20.0% | +16.5% |
| 3M | +43.4% | +7.6% | +35.8% | +33.9% |
| 6M | +107.6% | +2.1% | +105.5% | +99.3% |
| YTD | +93.8% | -31.6% | +125.4% | +124.3% |
| 1Y | +80.8% | -29.9% | +110.7% | +104.8% |
| 3Y | +91.8% | -51.3% | +143.1% | +151.5% |
| 5Y | -36.4% | -44.8% | +8.4% | -22.1% |
| All | +612.9% | +56.4% | +556.4% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling