+80.8%
OKTA vs PR
+74.4%
+6.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +13.0% | +17.4% | -4.4% | +14.7% |
| 3M | +43.4% | +21.8% | +21.7% | +46.5% |
| 6M | +107.6% | +27.6% | +80.0% | +111.8% |
| YTD | +93.8% | +71.4% | +22.4% | +104.8% |
| 1Y | +80.8% | +78.3% | +2.5% | +85.5% |
| All | +80.8% | +74.4% | +6.4% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling