+612.9%
OKTA vs RF
+198.7%
+414.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +0.7% | +2.7% | -2.0% | 0.0% |
| 30D | +13.0% | -3.4% | +16.4% | +13.9% |
| 3M | +43.4% | +6.4% | +37.1% | +40.9% |
| 6M | +107.6% | +13.4% | +94.2% | +100.3% |
| YTD | +93.8% | +14.2% | +79.6% | +86.5% |
| 1Y | +80.8% | +15.7% | +65.1% | +73.3% |
| 3Y | +91.8% | +91.3% | +0.5% | +61.3% |
| 5Y | -36.4% | +89.8% | -126.1% | -46.0% |
| All | +612.9% | +198.7% | +414.2% | +433.3% |
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