-36.0%
OKTA vs PL
+41.8%
-77.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.8% |
| 7D | +6.6% | +22.3% | -15.6% | +2.2% |
| 30D | -19.4% | -8.3% | -11.1% | -18.0% |
| 3M | +23.9% | -43.3% | +67.2% | +37.6% |
| 6M | +130.9% | -65.8% | +196.7% | +176.6% |
| YTD | +111.1% | -29.5% | +140.6% | +108.9% |
| 1Y | +115.5% | +11.7% | +103.8% | +89.3% |
| 3Y | +169.4% | +540.6% | -371.2% | +21.4% |
| 5Y | -30.2% | +32.9% | -63.1% | -57.0% |
| All | -36.0% | +41.8% | -77.9% | -61.1% |
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