+625.6%
OKTA vs SIMO
+580.6%
+45.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -2.0% |
| 7D | +2.6% | +4.2% | -1.6% | +1.5% |
| 30D | +16.0% | +4.1% | +11.9% | +13.4% |
| 3M | +38.2% | -12.9% | +51.0% | +37.9% |
| 6M | +137.8% | +110.3% | +27.5% | +73.3% |
| YTD | +97.3% | +178.6% | -81.3% | +28.6% |
| 1Y | +90.1% | +220.0% | -129.9% | +17.1% |
| 3Y | +98.0% | +409.0% | -311.0% | -0.2% |
| 5Y | -36.9% | +277.3% | -314.2% | -66.0% |
| All | +625.6% | +580.6% | +45.0% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling