+84.1%
OKTA vs RF
+15.2%
+68.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +14.6% | -4.0% | +18.6% | +16.0% |
| 3M | +44.0% | +5.6% | +38.4% | +40.7% |
| 6M | +116.7% | +13.1% | +103.6% | +105.1% |
| YTD | +99.8% | +13.6% | +86.2% | +89.2% |
| 1Y | +84.1% | +16.0% | +68.1% | +70.9% |
| All | +84.1% | +15.2% | +68.9% | +70.9% |
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