+90.1%
OKTA vs MKTX
-8.5%
+98.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | +16.0% | +1.1% | +14.9% | +15.9% |
| 3M | +38.2% | +36.1% | +2.1% | +33.6% |
| 6M | +137.8% | -12.9% | +150.7% | +137.0% |
| YTD | +97.3% | -8.5% | +105.8% | +93.9% |
| 1Y | +90.1% | -7.5% | +97.7% | +89.2% |
| All | +90.1% | -8.5% | +98.6% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling