-29.7%
OKTA vs REPL
-35.0%
+5.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +8.4% | +1.2% | +7.2% | +8.3% |
| 30D | -13.7% | +92.2% | -105.9% | -17.9% |
| 3M | +18.0% | +44.1% | -26.1% | +14.4% |
| 6M | +133.8% | +313.0% | -179.2% | +99.8% |
| YTD | +111.5% | +125.2% | -13.7% | +80.7% |
| 1Y | +118.3% | +143.8% | -25.4% | +85.5% |
| 3Y | +168.0% | +104.2% | +63.8% | +77.8% |
| All | -29.7% | -35.0% | +5.3% | -41.3% |
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