+658.7%
OKTA vs MOD
+854.4%
-195.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | -6.0% | -17.8% | +11.9% | -4.2% |
| 30D | -23.2% | -43.2% | +20.1% | -18.4% |
| 3M | +18.3% | -46.0% | +64.3% | +25.8% |
| 6M | +112.6% | -62.2% | +174.8% | +133.4% |
| YTD | +106.3% | -22.8% | +129.1% | +105.2% |
| 1Y | +108.0% | -35.5% | +143.5% | +110.6% |
| 3Y | +163.2% | +128.2% | +35.0% | +122.7% |
| 5Y | -30.9% | +791.6% | -822.5% | -49.0% |
| All | +658.7% | +854.4% | -195.7% | +468.1% |
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