-35.6%
OKTA vs MOD
+1,486.5%
-1,522.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.6% |
| 7D | +2.6% | +9.6% | -7.0% | +1.1% |
| 30D | +16.0% | 0.0% | +16.0% | +15.8% |
| 3M | +38.2% | -35.4% | +73.5% | +47.1% |
| 6M | +137.8% | -7.3% | +145.1% | +134.2% |
| YTD | +97.3% | +45.8% | +51.5% | +75.6% |
| 1Y | +90.1% | +43.1% | +47.0% | +67.3% |
| 3Y | +98.0% | +297.7% | -199.7% | +25.9% |
| All | -35.6% | +1,486.5% | -1,522.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling