+608.2%
OKTA vs SPY
+275.8%
+332.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -3.8% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | +13.0% | -1.1% | +14.1% | +14.9% |
| 3M | +41.7% | +3.9% | +37.8% | +35.5% |
| 6M | +105.9% | +13.6% | +92.3% | +76.1% |
| YTD | +92.6% | +12.7% | +79.9% | +66.5% |
| 1Y | +81.1% | +17.5% | +63.6% | +48.6% |
| 3Y | +84.8% | +76.9% | +7.9% | -8.1% |
| 5Y | -34.4% | +83.6% | -118.0% | -67.3% |
| All | +608.2% | +275.8% | +332.4% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling