+625.6%
OKTA vs PR
+40.0%
+585.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +2.6% | +2.9% | -0.3% | +2.5% |
| 30D | +16.0% | +18.0% | -2.0% | +14.9% |
| 3M | +38.2% | +16.9% | +21.3% | +36.7% |
| 6M | +137.8% | +28.2% | +109.6% | +133.8% |
| YTD | +97.3% | +69.3% | +28.0% | +90.7% |
| 1Y | +90.1% | +69.5% | +20.6% | +83.5% |
| 3Y | +98.0% | +81.7% | +16.3% | +89.3% |
| 5Y | -36.9% | +422.2% | -459.2% | -42.4% |
| All | +625.6% | +40.0% | +585.7% | +736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling