-33.3%
OKTA vs SPY
+82.3%
-115.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -4.0% |
| 7D | -2.4% | -0.8% | -1.6% | -1.3% |
| 30D | +13.0% | -1.1% | +14.1% | +15.3% |
| 3M | +41.7% | +3.9% | +37.8% | +34.1% |
| 6M | +105.9% | +13.6% | +92.3% | +69.8% |
| YTD | +92.6% | +12.7% | +79.9% | +60.8% |
| 1Y | +81.1% | +17.5% | +63.6% | +41.6% |
| 3Y | +84.8% | +76.9% | +7.9% | -27.1% |
| All | -33.3% | +82.3% | -115.5% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling