-33.3%
OKTA vs SITM
+187.3%
-220.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -4.0% |
| 7D | -2.4% | +3.9% | -6.3% | -3.4% |
| 30D | +13.0% | -6.6% | +19.6% | +14.3% |
| 3M | +41.7% | -11.9% | +53.6% | +42.1% |
| 6M | +105.9% | +81.1% | +24.8% | +64.9% |
| YTD | +92.6% | +80.0% | +12.6% | +51.0% |
| 1Y | +81.1% | +145.8% | -64.8% | +26.8% |
| 3Y | +84.8% | +475.9% | -391.0% | -16.3% |
| All | -33.3% | +187.3% | -220.6% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling