+608.2%
OKTA vs SIRI
-29.0%
+637.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +13.0% | +2.5% | +10.5% | +12.1% |
| 3M | +41.7% | +6.6% | +35.1% | +38.9% |
| 6M | +105.9% | +32.9% | +73.1% | +90.7% |
| YTD | +92.6% | +50.5% | +42.1% | +72.2% |
| 1Y | +81.1% | +28.0% | +53.1% | +67.9% |
| 3Y | +84.8% | -22.4% | +107.2% | +85.4% |
| 5Y | -34.4% | -41.3% | +6.8% | -31.6% |
| All | +608.2% | -29.0% | +637.2% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling