-25.3%
OKTA vs S
-51.7%
+26.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +8.4% | +2.0% | +6.4% | +7.1% |
| 30D | -13.7% | -2.7% | -11.0% | -12.0% |
| 3M | +18.0% | -6.9% | +24.9% | +23.8% |
| 6M | +133.8% | +38.1% | +95.8% | +100.9% |
| YTD | +111.5% | +48.0% | +63.5% | +76.3% |
| 1Y | +118.3% | +34.5% | +83.9% | +88.9% |
| 3Y | +168.0% | +38.3% | +129.7% | +108.9% |
| 5Y | -30.1% | -70.9% | +40.8% | -7.3% |
| All | -25.3% | -51.7% | +26.5% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling