+149.0%
OKTA vs PL
+455.3%
-306.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -2.7% |
| 7D | -19.0% | -6.8% | -12.2% | -18.3% |
| 30D | -22.6% | -29.3% | +6.7% | -19.4% |
| 3M | +17.5% | -44.8% | +62.3% | +25.5% |
| 6M | +117.8% | -68.4% | +186.2% | +144.0% |
| YTD | +95.1% | -36.4% | +131.4% | +97.4% |
| 1Y | +96.4% | +0.7% | +95.7% | +85.9% |
| 3Y | +149.0% | +455.3% | -306.4% | +62.5% |
| All | +149.0% | +455.3% | -306.4% | +62.5% |
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