-33.3%
OKTA vs MDY
+46.3%
-79.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.7% |
| 7D | -2.4% | -1.9% | -0.5% | -0.1% |
| 30D | +13.0% | -4.6% | +17.7% | +20.2% |
| 3M | +41.7% | -1.2% | +42.9% | +43.9% |
| 6M | +105.9% | +9.2% | +96.7% | +82.8% |
| YTD | +92.6% | +13.1% | +79.5% | +62.8% |
| 1Y | +81.1% | +13.0% | +68.1% | +53.1% |
| 3Y | +84.8% | +49.2% | +35.6% | +3.0% |
| All | -33.3% | +46.3% | -79.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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