+123.1%
OKTA vs PR
+12.8%
+110.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +2.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -19.7% | -4.6% | -15.1% | -18.4% |
| 3M | +21.2% | +4.7% | +16.5% | +26.4% |
| 6M | +123.1% | +12.4% | +110.6% | +145.0% |
| All | +123.1% | +12.8% | +110.3% | +145.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling