+608.2%
OKTA vs SM
+86.1%
+522.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -2.4% | +4.6% | -7.0% | -2.7% |
| 30D | +13.0% | +18.2% | -5.2% | +11.8% |
| 3M | +41.7% | +22.5% | +19.2% | +39.6% |
| 6M | +105.9% | +50.6% | +55.4% | +99.6% |
| YTD | +92.6% | +108.1% | -15.6% | +82.6% |
| 1Y | +81.1% | +46.0% | +35.1% | +75.3% |
| 3Y | +84.8% | +2.9% | +82.0% | +80.6% |
| 5Y | -34.4% | +112.6% | -147.0% | -38.2% |
| All | +608.2% | +86.1% | +522.1% | +541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling