+168.0%
OKTA vs PL
+536.4%
-368.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +8.4% | +10.0% | -1.6% | +7.1% |
| 30D | -13.7% | -2.3% | -11.4% | -13.5% |
| 3M | +18.0% | -44.2% | +62.2% | +25.7% |
| 6M | +133.8% | -66.1% | +200.0% | +159.9% |
| YTD | +111.5% | -30.0% | +141.5% | +111.3% |
| 1Y | +118.3% | +21.0% | +97.3% | +102.0% |
| 3Y | +168.0% | +516.5% | -348.5% | +77.1% |
| All | +168.0% | +536.4% | -368.4% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling