+202.9%
OKTA vs REPL
-6.0%
+208.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 3M | +38.2% | +52.4% | -14.2% | +27.9% |
| 6M | +137.8% | +107.4% | +30.4% | +100.5% |
| YTD | +97.3% | +54.7% | +42.6% | +69.8% |
| 1Y | +90.1% | +158.9% | -68.8% | +50.0% |
| 3Y | +98.0% | -23.7% | +121.7% | +47.0% |
| 5Y | -36.9% | -54.3% | +17.4% | -51.7% |
| All | +202.9% | -6.0% | +208.9% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling