+91.8%
OKTA vs SPG
+106.5%
-14.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.8% |
| 7D | +5.9% | -1.7% | +7.5% | +6.4% |
| 30D | +14.6% | -6.3% | +20.8% | +16.8% |
| 3M | +44.0% | -2.4% | +46.4% | +44.4% |
| 6M | +116.7% | +9.6% | +107.1% | +106.3% |
| YTD | +99.8% | +14.2% | +85.6% | +85.9% |
| 1Y | +84.1% | +19.3% | +64.8% | +67.3% |
| All | +91.8% | +106.5% | -14.7% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling