+80.8%
OKTA vs MOD
+40.7%
+40.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | +0.7% | +6.3% | -5.6% | +0.7% |
| 30D | +13.0% | -1.7% | +14.7% | +13.0% |
| 3M | +43.4% | -30.1% | +73.5% | +43.1% |
| 6M | +107.6% | +2.7% | +104.9% | +110.6% |
| YTD | +93.8% | +44.1% | +49.7% | +99.2% |
| 1Y | +80.8% | +38.7% | +42.1% | +88.5% |
| All | +80.8% | +40.7% | +40.1% | +88.5% |
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 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