+91.8%
OKTA vs P
+159.9%
-68.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.3% |
| 7D | +0.7% | +7.8% | -7.1% | -1.6% |
| 30D | +13.0% | +12.3% | +0.7% | +7.1% |
| 3M | +43.4% | +37.1% | +6.3% | +25.7% |
| 6M | +107.6% | +66.1% | +41.5% | +68.9% |
| YTD | +93.8% | +50.9% | +42.9% | +61.2% |
| 1Y | +80.8% | +27.2% | +53.6% | +52.4% |
| 3Y | +91.8% | +158.7% | -66.9% | +2.2% |
| All | +91.8% | +159.9% | -68.1% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling