+90.1%
OKTA vs ITW
+5.8%
+84.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | 0.0% |
| 7D | +2.6% | -3.6% | +6.2% | +1.9% |
| 30D | +16.0% | -9.1% | +25.2% | +14.1% |
| 3M | +38.2% | +8.2% | +29.9% | +39.8% |
| 6M | +137.8% | -4.8% | +142.6% | +138.3% |
| YTD | +97.3% | +11.0% | +86.3% | +96.0% |
| 1Y | +90.1% | +4.2% | +85.9% | +95.3% |
| All | +90.1% | +5.8% | +84.3% | +95.3% |
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