-37.5%
OKTA vs PL
+45.6%
-83.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -6.0% | +5.6% | -11.6% | -7.2% |
| 30D | -23.2% | -16.9% | -6.2% | -20.4% |
| 3M | +18.3% | -38.2% | +56.5% | +29.1% |
| 6M | +112.6% | -63.4% | +176.0% | +151.1% |
| YTD | +106.3% | -27.6% | +133.9% | +103.1% |
| 1Y | +108.0% | +6.6% | +101.5% | +84.7% |
| 3Y | +163.2% | +557.6% | -394.4% | +18.0% |
| 5Y | -30.9% | +39.5% | -70.4% | -58.2% |
| All | -37.5% | +45.6% | -83.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling