+116.7%
OKTA vs PSKY
-10.2%
+126.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.4% | +3.7% |
| 7D | +5.9% | -6.8% | +12.7% | +6.7% |
| 30D | +14.6% | +10.2% | +4.3% | +13.5% |
| 3M | +44.0% | +0.3% | +43.7% | +45.4% |
| 6M | +116.7% | -7.8% | +124.5% | +122.0% |
| All | +116.7% | -10.2% | +126.9% | +122.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling