+96.4%
OKTA vs OSCR
+93.2%
+3.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -5.7% | -4.7% | -10.1% |
| 7D | -22.9% | +7.8% | -30.6% | -23.0% |
| 30D | -21.7% | +2.6% | -24.3% | -21.7% |
| 3M | +16.4% | +10.2% | +6.2% | +15.8% |
| 6M | +120.1% | +84.9% | +35.2% | +110.7% |
| YTD | +97.9% | +130.9% | -33.0% | +85.0% |
| 1Y | +96.4% | +94.8% | +1.6% | +83.6% |
| All | +96.4% | +93.2% | +3.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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