+627.8%
OKTA vs SPG
+98.9%
+528.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +13.8% | -5.8% | +19.6% | +14.9% |
| 3M | +48.9% | -2.8% | +51.7% | +49.4% |
| 6M | +114.9% | +8.9% | +106.0% | +110.8% |
| YTD | +97.9% | +14.3% | +83.6% | +92.2% |
| 1Y | +89.7% | +19.5% | +70.2% | +82.5% |
| 3Y | +95.8% | +106.9% | -11.0% | +71.4% |
| 5Y | -32.6% | +108.7% | -141.4% | -41.1% |
| All | +627.8% | +98.9% | +528.9% | +603.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling