+167.5%
OKTA vs REPL
+98.6%
+69.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | +6.6% | +9.8% | -3.1% | +6.2% |
| 30D | -19.4% | +81.5% | -100.9% | -21.7% |
| 3M | +23.9% | +44.2% | -20.3% | +21.5% |
| 6M | +130.9% | +437.4% | -306.5% | +107.9% |
| YTD | +111.1% | +126.1% | -15.0% | +91.4% |
| 1Y | +115.5% | +143.1% | -27.6% | +95.1% |
| All | +167.5% | +98.6% | +69.0% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling