-35.2%
OKTA vs REPL
-53.9%
+18.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +3.2% |
| 7D | +5.9% | -9.6% | +15.5% | +6.6% |
| 30D | +14.6% | +5.7% | +8.9% | +13.9% |
| 3M | +44.0% | +56.4% | -12.4% | +34.6% |
| 6M | +116.7% | +67.4% | +49.3% | +90.7% |
| YTD | +99.8% | +48.7% | +51.1% | +76.5% |
| 1Y | +84.1% | +148.3% | -64.2% | +52.5% |
| 3Y | +97.7% | -26.7% | +124.4% | +64.3% |
| 5Y | -35.2% | -54.1% | +19.0% | -50.2% |
| All | -35.2% | -53.9% | +18.7% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling