+617.5%
OKTA vs RF
+181.2%
+436.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -19.0% | -0.9% | -18.1% | -18.8% |
| 30D | -22.6% | +6.0% | -28.6% | -23.8% |
| 3M | +17.5% | -8.9% | +26.4% | +20.1% |
| 6M | +117.8% | +2.3% | +115.5% | +115.7% |
| YTD | +95.1% | +7.6% | +87.5% | +90.3% |
| 1Y | +96.4% | +21.2% | +75.3% | +86.0% |
| 3Y | +149.0% | +108.5% | +40.4% | +105.6% |
| 5Y | -33.8% | +43.2% | -77.0% | -41.4% |
| All | +617.5% | +181.2% | +436.3% | +444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling