-33.3%
OKTA vs OMC
+30.5%
-63.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -2.4% | -4.4% | +2.0% | -0.6% |
| 30D | +13.0% | -7.6% | +20.6% | +16.8% |
| 3M | +41.7% | +4.5% | +37.2% | +37.5% |
| 6M | +105.9% | -0.3% | +106.2% | +104.2% |
| YTD | +92.6% | -0.1% | +92.7% | +88.8% |
| 1Y | +81.1% | +4.6% | +76.4% | +71.6% |
| 3Y | +84.8% | +10.5% | +74.4% | +61.7% |
| All | -33.3% | +30.5% | -63.8% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling