+608.2%
OKTA vs ITW
+154.2%
+454.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +13.0% | -8.3% | +21.4% | +16.7% |
| 3M | +41.7% | +6.0% | +35.7% | +37.7% |
| 6M | +105.9% | 0.0% | +105.9% | +104.1% |
| YTD | +92.6% | +10.2% | +82.3% | +82.0% |
| 1Y | +81.1% | +3.2% | +77.8% | +75.8% |
| 3Y | +84.8% | +21.0% | +63.9% | +66.4% |
| 5Y | -34.4% | +37.9% | -72.4% | -44.4% |
| All | +608.2% | +154.2% | +454.0% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling