+677.8%
OKTA vs SPG
+126.4%
+551.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +8.4% | +2.0% | +6.4% | +8.1% |
| 30D | -13.7% | +17.2% | -31.0% | -16.1% |
| 3M | +18.0% | +6.3% | +11.7% | +16.6% |
| 6M | +133.8% | +18.7% | +115.2% | +126.3% |
| YTD | +111.5% | +30.1% | +81.4% | +100.7% |
| 1Y | +118.3% | +32.8% | +85.6% | +106.4% |
| 3Y | +168.0% | +133.6% | +34.4% | +129.6% |
| 5Y | -30.1% | +84.4% | -114.5% | -39.6% |
| All | +677.8% | +126.4% | +551.4% | +634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling