+676.4%
OKTA vs PR
+37.4%
+639.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | 0.0% |
| 7D | +6.6% | +6.7% | -0.1% | +6.2% |
| 30D | -19.4% | -6.1% | -13.3% | -19.1% |
| 3M | +23.9% | +6.9% | +17.1% | +23.4% |
| 6M | +130.9% | +14.6% | +116.3% | +128.7% |
| YTD | +111.1% | +66.1% | +45.0% | +104.2% |
| 1Y | +115.5% | +77.0% | +38.5% | +107.6% |
| 3Y | +169.4% | +93.8% | +75.5% | +156.7% |
| 5Y | -30.2% | +268.2% | -298.4% | -35.7% |
| All | +676.4% | +37.4% | +639.1% | +796.3% |
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