+634.8%
OKTA vs PSKY
-81.7%
+716.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.4% | +4.0% |
| 7D | +5.9% | -6.8% | +12.7% | +7.1% |
| 30D | +14.6% | +10.2% | +4.3% | +12.7% |
| 3M | +44.0% | +0.3% | +43.7% | +43.5% |
| 6M | +116.7% | -7.8% | +124.5% | +118.3% |
| YTD | +99.8% | -23.0% | +122.7% | +106.0% |
| 1Y | +84.1% | -31.6% | +115.7% | +91.9% |
| 3Y | +97.7% | -21.3% | +119.0% | +90.6% |
| 5Y | -35.2% | -71.5% | +36.3% | -28.2% |
| All | +634.8% | -81.7% | +716.5% | +811.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling