-34.6%
OKTA vs PR
+225.0%
-259.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.9% |
| 7D | -19.0% | -16.4% | -2.6% | -15.7% |
| 30D | -22.6% | -1.9% | -20.7% | -22.3% |
| 3M | +17.5% | +8.0% | +9.6% | +15.5% |
| 6M | +117.8% | +4.1% | +113.7% | +114.4% |
| YTD | +95.1% | +58.7% | +36.4% | +73.5% |
| 1Y | +96.4% | +75.8% | +20.6% | +70.2% |
| 3Y | +149.0% | +73.2% | +75.8% | +109.4% |
| All | -34.6% | +225.0% | -259.6% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling