+119.7%
OKTA vs SIRI
+59.9%
+59.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | -0.1% |
| 7D | -14.2% | +22.3% | -36.5% | -16.0% |
| 30D | -12.5% | +26.9% | -39.4% | -14.8% |
| 3M | +29.2% | +9.6% | +19.6% | +28.6% |
| 6M | +147.3% | +27.2% | +120.2% | +136.5% |
| YTD | +120.9% | +72.4% | +48.5% | +96.8% |
| 1Y | +119.7% | +59.9% | +59.7% | +100.4% |
| All | +119.7% | +59.9% | +59.8% | +100.4% |
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