+90.1%
OKTA vs SPG
+21.3%
+68.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.2% |
| 7D | +2.6% | -2.4% | +5.0% | +1.9% |
| 30D | +16.0% | -6.8% | +22.9% | +14.0% |
| 3M | +38.2% | +2.7% | +35.5% | +39.6% |
| 6M | +137.8% | +5.5% | +132.3% | +138.8% |
| YTD | +97.3% | +15.7% | +81.6% | +98.8% |
| 1Y | +90.1% | +20.9% | +69.2% | +90.4% |
| All | +90.1% | +21.3% | +68.8% | +90.4% |
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