-31.0%
OKTA vs OSCR
-9.0%
-22.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -2.4% | +1.6% | -4.0% | -2.7% |
| 30D | +13.0% | +10.7% | +2.4% | +10.7% |
| 3M | +41.7% | +13.4% | +28.4% | +37.4% |
| 6M | +105.9% | +144.6% | -38.6% | +71.6% |
| YTD | +92.6% | +128.0% | -35.5% | +61.5% |
| 1Y | +81.1% | +68.7% | +12.4% | +57.4% |
| 3Y | +84.8% | +398.8% | -313.9% | +11.7% |
| 5Y | -34.4% | +87.3% | -121.7% | -58.3% |
| All | -31.0% | -9.0% | -22.0% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling