-29.7%
OKTA vs SM
+5.5%
-35.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +8.4% | +9.4% | -1.0% | +6.7% |
| 30D | -13.7% | -14.4% | +0.7% | -11.8% |
| 3M | +18.0% | +1.6% | +16.5% | +17.1% |
| 6M | +133.8% | +6.3% | +127.5% | +128.3% |
| YTD | +111.5% | +78.8% | +32.7% | +86.2% |
| 1Y | +118.3% | +83.1% | +35.2% | +91.0% |
| 3Y | +168.0% | -5.9% | +173.9% | +152.5% |
| All | -29.7% | +5.5% | -35.2% | -37.5% |
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