+90.1%
OKTA vs SIRI
+28.3%
+61.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | +2.6% | +1.6% | +1.1% | +2.5% |
| 30D | +16.0% | -4.7% | +20.7% | +16.9% |
| 3M | +38.2% | +5.3% | +32.9% | +36.8% |
| 6M | +137.8% | +30.5% | +107.3% | +126.8% |
| YTD | +97.3% | +49.6% | +47.7% | +84.7% |
| 1Y | +90.1% | +28.5% | +61.6% | +82.0% |
| All | +90.1% | +28.3% | +61.8% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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