+84.8%
OKTA vs OMC
+10.5%
+74.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -2.4% | -4.4% | +2.0% | -1.3% |
| 30D | +13.0% | -7.6% | +20.6% | +15.4% |
| 3M | +41.7% | +4.5% | +37.2% | +39.1% |
| 6M | +105.9% | -0.3% | +106.2% | +104.8% |
| YTD | +92.6% | -0.1% | +92.7% | +90.6% |
| 1Y | +81.1% | +4.6% | +76.4% | +75.6% |
| 3Y | +84.8% | +10.5% | +74.4% | +72.1% |
| All | +84.8% | +10.5% | +74.4% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling