+625.6%
OKTA vs SPG
+101.4%
+524.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.6% | -2.4% | +5.0% | +3.1% |
| 30D | +16.0% | -6.8% | +22.9% | +17.4% |
| 3M | +38.2% | +2.7% | +35.5% | +37.3% |
| 6M | +137.8% | +5.5% | +132.3% | +134.6% |
| YTD | +97.3% | +15.7% | +81.6% | +91.2% |
| 1Y | +90.1% | +20.9% | +69.2% | +82.6% |
| 3Y | +98.0% | +112.4% | -14.4% | +72.6% |
| 5Y | -36.9% | +101.4% | -138.3% | -44.8% |
| All | +625.6% | +101.4% | +524.2% | +599.6% |
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