-40.2%
OKTA vs PL
+84.9%
-125.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +2.6% | -9.3% | +11.9% | +4.4% |
| 30D | +16.0% | -18.9% | +34.9% | +20.6% |
| 3M | +38.2% | -58.4% | +96.5% | +60.9% |
| 6M | +137.8% | -30.3% | +168.1% | +141.2% |
| YTD | +97.3% | -8.1% | +105.4% | +86.3% |
| 1Y | +90.1% | +180.5% | -90.4% | +32.4% |
| 3Y | +98.0% | +444.1% | -346.1% | -1.5% |
| 5Y | -36.9% | +83.0% | -119.9% | -62.9% |
| All | -40.2% | +84.9% | -125.1% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling