+90.1%
OKTA vs RF
+16.9%
+73.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | +16.0% | -3.6% | +19.6% | +17.3% |
| 3M | +38.2% | +8.1% | +30.1% | +34.1% |
| 6M | +137.8% | +11.5% | +126.3% | +127.4% |
| YTD | +97.3% | +15.6% | +81.7% | +86.5% |
| 1Y | +90.1% | +15.7% | +74.4% | +76.7% |
| All | +90.1% | +16.9% | +73.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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