+84.8%
OKTA vs PSKY
-18.9%
+103.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.9% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | +13.0% | +11.6% | +1.5% | +11.9% |
| 3M | +41.7% | +1.5% | +40.2% | +41.4% |
| 6M | +105.9% | +7.7% | +98.2% | +104.2% |
| YTD | +92.6% | -20.1% | +112.7% | +95.5% |
| 1Y | +81.1% | -38.3% | +119.3% | +88.0% |
| 3Y | +84.8% | -17.7% | +102.6% | +80.3% |
| All | +84.8% | -18.9% | +103.8% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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