+91.8%
OKTA vs SIMO
+462.5%
-370.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -7.9% | -2.5% |
| 7D | +0.7% | +14.6% | -13.9% | -1.0% |
| 30D | +13.0% | +6.2% | +6.8% | +11.6% |
| 3M | +43.4% | +3.6% | +39.9% | +40.2% |
| 6M | +107.6% | +130.8% | -23.2% | +65.1% |
| YTD | +93.8% | +195.8% | -101.9% | +40.1% |
| 1Y | +80.8% | +225.0% | -144.2% | +25.8% |
| 3Y | +91.8% | +452.3% | -360.5% | -1.5% |
| All | +91.8% | +462.5% | -370.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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