+119.7%
OKTA vs SPG
+34.3%
+85.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +2.1% |
| 7D | -14.2% | +8.2% | -22.4% | -10.8% |
| 30D | -12.5% | +13.5% | -25.9% | -7.1% |
| 3M | +29.2% | +2.2% | +27.0% | +32.6% |
| 6M | +147.3% | +15.9% | +131.5% | +165.9% |
| YTD | +120.9% | +27.6% | +93.4% | +136.5% |
| 1Y | +119.7% | +30.9% | +88.7% | +133.8% |
| All | +119.7% | +34.3% | +85.4% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling