+84.8%
OKTA vs SHAK
-2.6%
+87.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.3% |
| 7D | -2.4% | -8.3% | +5.9% | -0.9% |
| 30D | +13.0% | -12.6% | +25.7% | +15.6% |
| 3M | +41.7% | +9.1% | +32.6% | +37.5% |
| 6M | +105.9% | -31.2% | +137.2% | +115.3% |
| YTD | +92.6% | -21.6% | +114.1% | +93.0% |
| 1Y | +81.1% | -38.8% | +119.8% | +94.3% |
| 3Y | +84.8% | +0.6% | +84.2% | +52.0% |
| All | +84.8% | -2.6% | +87.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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