-33.3%
OKTA vs SM
+108.4%
-141.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -2.4% | +4.6% | -7.0% | -3.1% |
| 30D | +13.0% | +18.2% | -5.2% | +10.1% |
| 3M | +41.7% | +22.5% | +19.2% | +36.5% |
| 6M | +105.9% | +50.6% | +55.4% | +90.2% |
| YTD | +92.6% | +108.1% | -15.6% | +67.9% |
| 1Y | +81.1% | +46.0% | +35.1% | +66.8% |
| 3Y | +84.8% | +2.9% | +82.0% | +73.5% |
| All | -33.3% | +108.4% | -141.7% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling