+658.7%
OKTA vs RF
+185.1%
+473.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -6.0% | +0.3% | -6.3% | -6.0% |
| 30D | -23.2% | +6.2% | -29.3% | -24.3% |
| 3M | +18.3% | -7.8% | +26.1% | +20.5% |
| 6M | +112.6% | +5.9% | +106.7% | +108.8% |
| YTD | +106.3% | +9.0% | +97.2% | +100.6% |
| 1Y | +108.0% | +19.3% | +88.8% | +97.8% |
| 3Y | +163.2% | +116.4% | +46.7% | +115.5% |
| 5Y | -30.9% | +46.0% | -76.9% | -39.1% |
| All | +658.7% | +185.1% | +473.6% | +473.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling