+90.1%
OKTA vs SPY
+20.8%
+69.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +16.0% | +0.1% | +16.0% | +16.3% |
| 3M | +38.2% | +2.0% | +36.2% | +35.5% |
| 6M | +137.8% | +13.0% | +124.8% | +110.3% |
| YTD | +97.3% | +13.5% | +83.7% | +74.0% |
| 1Y | +90.1% | +20.0% | +70.1% | +60.4% |
| All | +90.1% | +20.8% | +69.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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