+84.8%
OKTA vs RUN
-39.0%
+123.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -2.4% | -3.7% | +1.3% | -2.1% |
| 30D | +13.0% | -13.0% | +26.0% | +14.3% |
| 3M | +41.7% | -31.8% | +73.5% | +46.2% |
| 6M | +105.9% | -32.2% | +138.2% | +111.9% |
| YTD | +92.6% | -53.5% | +146.0% | +102.7% |
| 1Y | +81.1% | -46.5% | +127.6% | +87.5% |
| 3Y | +84.8% | -37.6% | +122.4% | +63.8% |
| All | +84.8% | -39.0% | +123.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling