+675.2%
OKTA vs PR
+34.6%
+640.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +2.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -19.7% | -4.6% | -15.1% | -19.5% |
| 3M | +21.2% | +4.7% | +16.5% | +20.9% |
| 6M | +123.1% | +12.4% | +110.6% | +121.2% |
| YTD | +110.8% | +62.9% | +47.9% | +104.1% |
| 1Y | +113.0% | +70.6% | +42.4% | +105.6% |
| 3Y | +168.9% | +90.0% | +78.9% | +156.6% |
| 5Y | -28.7% | +255.5% | -284.2% | -34.2% |
| All | +675.2% | +34.6% | +640.6% | +795.9% |
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