+84.1%
OKTA vs P
+22.0%
+62.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.8% |
| 7D | +5.9% | +5.0% | +0.9% | +4.9% |
| 30D | +14.6% | -0.9% | +15.5% | +13.3% |
| 3M | +44.0% | +38.7% | +5.3% | +30.8% |
| 6M | +116.7% | +54.4% | +62.3% | +92.9% |
| YTD | +99.8% | +44.8% | +54.9% | +79.5% |
| 1Y | +84.1% | +22.5% | +61.5% | +55.9% |
| All | +84.1% | +22.0% | +62.0% | +55.9% |
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