+119.7%
OKTA vs ITW
+24.0%
+95.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +1.6% |
| 7D | -14.2% | +6.3% | -20.5% | -12.0% |
| 30D | -12.5% | +11.1% | -23.6% | -9.0% |
| 3M | +29.2% | +0.1% | +29.1% | +30.8% |
| 6M | +147.3% | +18.1% | +129.3% | +162.1% |
| YTD | +120.9% | +21.4% | +99.5% | +132.8% |
| 1Y | +119.7% | +22.9% | +96.8% | +125.8% |
| All | +119.7% | +24.0% | +95.6% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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