-33.3%
OKTA vs POET
-6.5%
-26.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -3.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +13.0% | -10.4% | +23.4% | +13.8% |
| 3M | +41.7% | -29.3% | +71.0% | +44.1% |
| 6M | +105.9% | +6.9% | +99.1% | +92.1% |
| YTD | +92.6% | +25.6% | +67.0% | +75.8% |
| 1Y | +81.1% | +49.2% | +31.9% | +60.4% |
| 3Y | +84.8% | +128.4% | -43.6% | +44.8% |
| All | -33.3% | -6.5% | -26.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 5y: compounded portfolio wealth divided by compounded POET 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…
5y analysis · Full analysis span regression · 6 months rolling