+676.4%
OKTA vs MOD
+882.4%
-206.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +6.6% | +16.1% | -9.4% | +4.8% |
| 30D | -19.4% | -38.5% | +19.1% | -15.2% |
| 3M | +23.9% | -46.8% | +70.7% | +32.0% |
| 6M | +130.9% | -61.6% | +192.5% | +153.1% |
| YTD | +111.1% | -20.5% | +131.6% | +109.3% |
| 1Y | +115.5% | -28.0% | +143.6% | +115.3% |
| 3Y | +169.4% | +134.9% | +34.4% | +127.2% |
| 5Y | -30.2% | +833.2% | -863.4% | -48.7% |
| All | +676.4% | +882.4% | -206.0% | +479.5% |
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