+81.1%
OKTA vs SPG
+19.1%
+62.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -2.4% | -1.2% | -1.3% | -2.8% |
| 30D | +13.0% | -6.1% | +19.2% | +11.1% |
| 3M | +41.7% | -3.6% | +45.3% | +40.3% |
| 6M | +105.9% | +10.4% | +95.5% | +108.1% |
| YTD | +92.6% | +14.4% | +78.2% | +94.5% |
| 1Y | +81.1% | +16.5% | +64.5% | +81.7% |
| All | +81.1% | +19.1% | +62.0% | +81.7% |
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