+119.7%
OKTA vs SITM
+47.5%
+72.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.4% | +10.1% | +1.2% |
| 7D | -14.2% | -19.5% | +5.3% | -13.4% |
| 30D | -12.5% | -43.2% | +30.7% | -11.5% |
| 3M | +29.2% | -30.8% | +60.1% | +30.3% |
| 6M | +147.3% | -28.6% | +175.9% | +146.3% |
| YTD | +120.9% | +14.2% | +106.8% | +115.2% |
| 1Y | +119.7% | +44.4% | +75.3% | +108.4% |
| All | +119.7% | +47.5% | +72.2% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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