-35.6%
OKTA vs PR
+433.6%
-469.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.6% | +2.9% | -0.3% | +2.0% |
| 30D | +16.0% | +18.0% | -2.0% | +12.2% |
| 3M | +38.2% | +16.9% | +21.3% | +33.4% |
| 6M | +137.8% | +28.2% | +109.6% | +124.3% |
| YTD | +97.3% | +69.3% | +28.0% | +75.0% |
| 1Y | +90.1% | +69.5% | +20.6% | +67.8% |
| 3Y | +98.0% | +81.7% | +16.3% | +67.5% |
| All | -35.6% | +433.6% | -469.2% | -52.7% |
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