+675.2%
OKTA vs M
+28.0%
+647.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -4.6% | -3.3% | -1.3% | -4.2% |
| 30D | -19.7% | +8.1% | -27.8% | -20.5% |
| 3M | +21.2% | +2.2% | +19.0% | +20.7% |
| 6M | +123.1% | +35.1% | +88.0% | +113.9% |
| YTD | +110.8% | +15.8% | +94.9% | +105.2% |
| 1Y | +113.0% | +25.8% | +87.1% | +105.0% |
| 3Y | +168.9% | +156.2% | +12.7% | +131.6% |
| 5Y | -28.7% | -2.4% | -26.3% | -34.1% |
| All | +675.2% | +28.0% | +647.2% | +699.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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