-33.3%
OKTA vs SCCO
+303.5%
-336.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.4% | -2.7% | +0.2% | -1.9% |
| 30D | +13.0% | -0.7% | +13.8% | +12.8% |
| 3M | +41.7% | +8.1% | +33.6% | +37.8% |
| 6M | +105.9% | +4.1% | +101.8% | +99.7% |
| YTD | +92.6% | +41.1% | +51.4% | +64.1% |
| 1Y | +81.1% | +95.6% | -14.5% | +36.3% |
| 3Y | +84.8% | +179.3% | -94.4% | +13.9% |
| All | -33.3% | +303.5% | -336.8% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling