+91.8%
OKTA vs S
+13.6%
+78.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.9% | -1.2% | +7.1% | +6.6% |
| 30D | +14.6% | -12.6% | +27.1% | +23.4% |
| 3M | +44.0% | +27.6% | +16.4% | +30.1% |
| 6M | +116.7% | +35.5% | +81.2% | +88.4% |
| YTD | +99.8% | +29.6% | +70.2% | +77.3% |
| 1Y | +84.1% | +8.1% | +75.9% | +74.7% |
| All | +91.8% | +13.6% | +78.1% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling