+612.9%
OKTA vs SM
+84.4%
+528.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +13.0% | +31.5% | -18.5% | +11.0% |
| 3M | +43.4% | +17.3% | +26.1% | +41.6% |
| 6M | +107.6% | +48.5% | +59.1% | +101.4% |
| YTD | +93.8% | +106.3% | -12.4% | +83.9% |
| 1Y | +80.8% | +47.3% | +33.5% | +74.9% |
| 3Y | +91.8% | -1.4% | +93.2% | +87.9% |
| 5Y | -36.4% | +114.0% | -150.4% | -40.1% |
| All | +612.9% | +84.4% | +528.4% | +545.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling