+116.7%
OKTA vs SUNB
-0.8%
+117.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +4.0% |
| 7D | +5.9% | +9.4% | -3.5% | +7.4% |
| 30D | +14.6% | -6.9% | +21.5% | +13.3% |
| 3M | +44.0% | -11.3% | +55.3% | +41.5% |
| 6M | +116.7% | -1.8% | +118.5% | +125.0% |
| All | +116.7% | -0.8% | +117.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling