+612.9%
OKTA vs MOD
+1,681.0%
-1,068.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +0.7% | +6.3% | -5.6% | 0.0% |
| 30D | +13.0% | -1.7% | +14.7% | +13.1% |
| 3M | +43.4% | -30.1% | +73.5% | +48.2% |
| 6M | +107.6% | +2.7% | +104.9% | +103.7% |
| YTD | +93.8% | +44.1% | +49.7% | +80.9% |
| 1Y | +80.8% | +38.7% | +42.1% | +68.3% |
| 3Y | +91.8% | +309.8% | -218.0% | +52.8% |
| 5Y | -36.4% | +1,569.7% | -1,606.1% | -56.0% |
| All | +612.9% | +1,681.0% | -1,068.2% | +401.0% |
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