+634.8%
OKTA vs MDY
+146.1%
+488.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +4.1% |
| 7D | +5.9% | -0.8% | +6.6% | +6.6% |
| 30D | +14.6% | -3.9% | +18.4% | +18.9% |
| 3M | +44.0% | 0.0% | +44.0% | +44.2% |
| 6M | +116.7% | +8.5% | +108.2% | +100.5% |
| YTD | +99.8% | +13.2% | +86.6% | +77.5% |
| 1Y | +84.1% | +15.0% | +69.0% | +61.3% |
| 3Y | +97.7% | +49.6% | +48.1% | +36.6% |
| 5Y | -35.2% | +46.0% | -81.2% | -52.6% |
| All | +634.8% | +146.1% | +488.7% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling