+119.7%
OKTA vs S
+36.5%
+83.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.5% |
| 7D | -14.2% | -8.2% | -6.0% | -8.1% |
| 30D | -12.5% | -7.6% | -4.9% | -6.8% |
| 3M | +29.2% | +12.0% | +17.3% | +20.3% |
| 6M | +147.3% | +50.6% | +96.8% | +87.1% |
| YTD | +120.9% | +56.6% | +64.3% | +57.7% |
| 1Y | +119.7% | +39.2% | +80.4% | +59.1% |
| All | +119.7% | +36.5% | +83.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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