+90.1%
OKTA vs SCCO
+105.9%
-15.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.6% | -5.3% | +7.9% | +2.6% |
| 30D | +16.0% | +0.9% | +15.1% | +16.2% |
| 3M | +38.2% | +2.4% | +35.8% | +37.9% |
| 6M | +137.8% | -2.4% | +140.2% | +136.7% |
| YTD | +97.3% | +42.4% | +54.8% | +85.9% |
| 1Y | +90.1% | +105.6% | -15.5% | +79.9% |
| All | +90.1% | +105.9% | -15.8% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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