-33.3%
OKTA vs ITW
+36.9%
-70.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | +13.0% | -8.3% | +21.4% | +17.9% |
| 3M | +41.7% | +6.0% | +35.7% | +36.3% |
| 6M | +105.9% | 0.0% | +105.9% | +103.3% |
| YTD | +92.6% | +10.2% | +82.3% | +77.1% |
| 1Y | +81.1% | +3.2% | +77.8% | +73.4% |
| 3Y | +84.8% | +21.0% | +63.9% | +54.9% |
| All | -33.3% | +36.9% | -70.2% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling