+634.8%
OKTA vs SRE
+107.0%
+527.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.9% | +1.5% | +4.4% | +5.5% |
| 30D | +14.6% | +0.8% | +13.7% | +14.1% |
| 3M | +44.0% | -5.8% | +49.8% | +45.5% |
| 6M | +116.7% | -7.8% | +124.5% | +119.3% |
| YTD | +99.8% | -2.4% | +102.1% | +98.5% |
| 1Y | +84.1% | +8.9% | +75.2% | +77.0% |
| 3Y | +97.7% | +31.1% | +66.6% | +77.4% |
| 5Y | -35.2% | +48.6% | -83.8% | -44.2% |
| All | +634.8% | +107.0% | +527.7% | +449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling