+90.1%
OKTA vs REPL
+161.1%
-71.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +2.6% | -3.0% | +5.6% | +2.8% |
| 30D | +16.0% | +27.1% | -11.1% | +14.1% |
| 3M | +38.2% | +52.4% | -14.2% | +31.5% |
| 6M | +137.8% | +107.4% | +30.4% | +113.1% |
| YTD | +97.3% | +54.7% | +42.6% | +76.9% |
| 1Y | +90.1% | +158.9% | -68.8% | +69.8% |
| All | +90.1% | +161.1% | -71.0% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling