+119.7%
OKTA vs P
+19.7%
+100.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +1.8% |
| 7D | -14.2% | -19.4% | +5.2% | -10.2% |
| 30D | -12.5% | -22.3% | +9.8% | -7.9% |
| 3M | +29.2% | +33.2% | -3.9% | +22.3% |
| 6M | +147.3% | +53.6% | +93.7% | +125.0% |
| YTD | +120.9% | +66.8% | +54.1% | +98.8% |
| 1Y | +119.7% | +17.5% | +102.1% | +92.0% |
| All | +119.7% | +19.7% | +100.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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