+625.6%
OKTA vs MOD
+1,702.4%
-1,076.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.4% |
| 7D | +2.6% | +9.6% | -7.0% | +1.6% |
| 30D | +16.0% | 0.0% | +16.0% | +15.9% |
| 3M | +38.2% | -35.4% | +73.5% | +44.1% |
| 6M | +137.8% | -7.3% | +145.1% | +135.9% |
| YTD | +97.3% | +45.8% | +51.5% | +83.9% |
| 1Y | +90.1% | +43.1% | +47.0% | +76.3% |
| 3Y | +98.0% | +297.7% | -199.7% | +58.0% |
| 5Y | -36.9% | +1,478.8% | -1,515.7% | -56.3% |
| All | +625.6% | +1,702.4% | -1,076.8% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling