+634.8%
OKTA vs PR
+41.5%
+593.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.9% | -0.8% | +6.7% | +5.9% |
| 30D | +14.6% | +11.3% | +3.3% | +13.8% |
| 3M | +44.0% | +24.1% | +19.9% | +42.0% |
| 6M | +116.7% | +25.4% | +91.3% | +113.3% |
| YTD | +99.8% | +71.2% | +28.6% | +92.9% |
| 1Y | +84.1% | +78.6% | +5.4% | +77.1% |
| 3Y | +97.7% | +85.2% | +12.4% | +88.8% |
| 5Y | -35.2% | +419.0% | -454.2% | -40.8% |
| All | +634.8% | +41.5% | +593.2% | +746.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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