+119.7%
OKTA vs SYY
+8.7%
+110.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +2.0% |
| 7D | -14.2% | -6.3% | -7.9% | -16.0% |
| 30D | -12.5% | +0.7% | -13.2% | -12.1% |
| 3M | +29.2% | -6.4% | +35.6% | +27.1% |
| 6M | +147.3% | +7.6% | +139.7% | +151.2% |
| YTD | +120.9% | +7.4% | +113.5% | +123.3% |
| 1Y | +119.7% | +8.3% | +111.4% | +122.0% |
| All | +119.7% | +8.7% | +110.9% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling