+612.9%
OKTA vs M
+14.7%
+598.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.5% |
| 7D | +0.7% | +2.4% | -1.7% | +0.4% |
| 30D | +13.0% | -11.6% | +24.6% | +14.6% |
| 3M | +43.4% | +1.6% | +41.8% | +42.7% |
| 6M | +107.6% | +25.2% | +82.4% | +100.9% |
| YTD | +93.8% | +3.8% | +90.1% | +91.4% |
| 1Y | +80.8% | +36.3% | +44.5% | +72.4% |
| 3Y | +91.8% | +116.3% | -24.5% | +68.6% |
| 5Y | -36.4% | +28.2% | -64.6% | -40.3% |
| All | +612.9% | +14.7% | +598.2% | +646.3% |
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