+655.3%
OKTA vs MOD
+882.9%
-227.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.9% | -4.6% | +4.1% |
| 7D | -3.9% | -13.9% | +10.0% | -2.6% |
| 30D | -23.5% | -41.5% | +18.0% | -19.0% |
| 3M | +19.7% | -45.7% | +65.5% | +27.2% |
| 6M | +111.6% | -61.1% | +172.8% | +131.6% |
| YTD | +105.4% | -20.5% | +125.8% | +103.6% |
| 1Y | +108.4% | -32.1% | +140.5% | +109.7% |
| 3Y | +167.8% | +146.5% | +21.4% | +124.8% |
| 5Y | -33.8% | +812.7% | -846.5% | -51.3% |
| All | +655.3% | +882.9% | -227.6% | +463.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling