+625.6%
OKTA vs P
+852.2%
-226.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +2.6% | +6.5% | -3.9% | +0.2% |
| 30D | +16.0% | +18.8% | -2.8% | +6.7% |
| 3M | +38.2% | +26.7% | +11.4% | +22.5% |
| 6M | +137.8% | +62.2% | +75.6% | +89.6% |
| YTD | +97.3% | +48.5% | +48.8% | +60.8% |
| 1Y | +90.1% | +26.4% | +63.7% | +58.2% |
| 3Y | +98.0% | +159.4% | -61.4% | +11.7% |
| 5Y | -36.9% | +275.8% | -312.7% | -70.1% |
| All | +625.6% | +852.2% | -226.6% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling