+84.8%
OKTA vs MKTX
-25.3%
+110.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +13.0% | +0.7% | +12.3% | +13.0% |
| 3M | +41.7% | +40.8% | +0.9% | +37.7% |
| 6M | +105.9% | -8.0% | +113.9% | +105.8% |
| YTD | +92.6% | -8.7% | +101.3% | +92.1% |
| 1Y | +81.1% | -11.8% | +92.9% | +81.1% |
| 3Y | +84.8% | -24.0% | +108.9% | +84.9% |
| All | +84.8% | -25.3% | +110.1% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling