+168.0%
OKTA vs PR
+95.8%
+72.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +8.4% | +6.0% | +2.4% | +7.4% |
| 30D | -13.7% | -4.2% | -9.5% | -13.1% |
| 3M | +18.0% | +10.0% | +8.1% | +16.5% |
| 6M | +133.8% | +15.6% | +118.2% | +128.4% |
| YTD | +111.5% | +68.2% | +43.3% | +91.4% |
| 1Y | +118.3% | +79.2% | +39.1% | +94.7% |
| 3Y | +168.0% | +94.9% | +73.1% | +125.5% |
| All | +168.0% | +95.8% | +72.2% | +125.5% |
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 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