+84.8%
OKTA vs SRE
+28.3%
+56.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +13.0% | -3.0% | +16.0% | +13.3% |
| 3M | +41.7% | -8.3% | +50.0% | +43.0% |
| 6M | +105.9% | -8.9% | +114.8% | +107.4% |
| YTD | +92.6% | -4.3% | +96.8% | +91.0% |
| 1Y | +81.1% | +2.7% | +78.3% | +75.2% |
| 3Y | +84.8% | +28.7% | +56.2% | +53.4% |
| All | +84.8% | +28.3% | +56.6% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling