+119.7%
OKTA vs OMC
+24.5%
+95.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.2% |
| 7D | -14.2% | +12.5% | -26.7% | -15.5% |
| 30D | -12.5% | +16.3% | -28.8% | -14.5% |
| 3M | +29.2% | +8.1% | +21.2% | +28.1% |
| 6M | +147.3% | +17.2% | +130.2% | +140.4% |
| YTD | +120.9% | +11.8% | +109.2% | +112.6% |
| 1Y | +119.7% | +23.9% | +95.7% | +110.8% |
| All | +119.7% | +24.5% | +95.1% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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