-29.7%
OKTA vs SPG
+84.0%
-113.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +8.4% | +2.0% | +6.4% | +7.2% |
| 30D | -13.7% | +17.2% | -31.0% | -21.7% |
| 3M | +18.0% | +6.3% | +11.7% | +13.2% |
| 6M | +133.8% | +18.7% | +115.2% | +107.9% |
| YTD | +111.5% | +30.1% | +81.4% | +74.2% |
| 1Y | +118.3% | +32.8% | +85.6% | +77.1% |
| 3Y | +168.0% | +133.6% | +34.4% | +32.0% |
| All | -29.7% | +84.0% | -113.6% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling