+94.6%
OKTA vs PR
+82.3%
+12.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.6% | +2.9% | -0.3% | +2.1% |
| 30D | +16.0% | +18.0% | -2.0% | +12.9% |
| 3M | +38.2% | +16.9% | +21.3% | +34.3% |
| 6M | +137.8% | +28.2% | +109.6% | +125.8% |
| YTD | +97.3% | +69.3% | +28.0% | +76.7% |
| 1Y | +90.1% | +69.5% | +20.6% | +69.5% |
| All | +94.6% | +82.3% | +12.3% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling