+608.2%
OKTA vs SU
+211.8%
+396.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.7% |
| 7D | -2.4% | +2.2% | -4.6% | -2.6% |
| 30D | +13.0% | +8.4% | +4.6% | +12.1% |
| 3M | +41.7% | +12.1% | +29.6% | +39.9% |
| 6M | +105.9% | +19.7% | +86.3% | +101.4% |
| YTD | +92.6% | +58.4% | +34.1% | +82.3% |
| 1Y | +81.1% | +67.2% | +13.8% | +70.2% |
| 3Y | +84.8% | +125.0% | -40.2% | +67.1% |
| 5Y | -34.4% | +355.1% | -389.5% | -43.8% |
| All | +608.2% | +211.8% | +396.4% | +635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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