+118.3%
OKTA vs RF
+18.9%
+99.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +8.4% | +1.9% | +6.5% | +8.0% |
| 30D | -13.7% | +7.3% | -21.0% | -14.7% |
| 3M | +18.0% | -7.9% | +25.9% | +20.9% |
| 6M | +133.8% | +10.5% | +123.3% | +123.9% |
| YTD | +111.5% | +9.6% | +101.8% | +99.8% |
| 1Y | +118.3% | +20.3% | +98.0% | +89.7% |
| All | +118.3% | +18.9% | +99.5% | +89.7% |
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