+655.3%
OKTA vs PR
+29.8%
+625.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.3% | +5.3% |
| 7D | -3.9% | -12.4% | +8.4% | -3.2% |
| 30D | -23.5% | -6.6% | -16.9% | -23.2% |
| 3M | +19.7% | +7.5% | +12.2% | +19.2% |
| 6M | +111.6% | +10.8% | +100.9% | +110.0% |
| YTD | +105.4% | +57.0% | +48.3% | +99.3% |
| 1Y | +108.4% | +67.9% | +40.5% | +101.4% |
| 3Y | +167.8% | +87.6% | +80.2% | +155.8% |
| 5Y | -33.8% | +220.4% | -254.2% | -38.7% |
| All | +655.3% | +29.8% | +625.5% | +774.8% |
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