+119.7%
OKTA vs MOD
-33.0%
+152.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -21.4% | +22.2% | +1.3% |
| 7D | -14.2% | -31.3% | +17.1% | -13.5% |
| 30D | -12.5% | -46.1% | +33.6% | -11.9% |
| 3M | +29.2% | -51.1% | +80.4% | +29.8% |
| 6M | +147.3% | -62.1% | +209.4% | +148.5% |
| YTD | +120.9% | -26.2% | +147.1% | +135.7% |
| 1Y | +119.7% | -32.6% | +152.2% | +134.3% |
| All | +119.7% | -33.0% | +152.6% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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