-30.1%
OKTA vs S
-56.9%
+26.9%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.9% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +13.8% | -11.8% | +25.6% | +22.1% |
| 3M | +48.9% | +33.9% | +15.0% | +30.3% |
| 6M | +114.9% | +40.1% | +74.8% | +82.8% |
| YTD | +97.9% | +32.1% | +65.8% | +73.6% |
| 1Y | +89.7% | +11.0% | +78.6% | +78.9% |
| 3Y | +95.8% | +16.9% | +78.9% | +65.1% |
| 5Y | -32.6% | -68.9% | +36.3% | -11.3% |
| All | -30.1% | -56.9% | +26.9% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling