+634.8%
OKTA vs SYY
+100.5%
+534.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.7% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | +14.6% | -2.7% | +17.3% | +15.1% |
| 3M | +44.0% | +5.9% | +38.1% | +42.0% |
| 6M | +116.7% | -2.3% | +119.0% | +116.1% |
| YTD | +99.8% | +13.1% | +86.7% | +92.1% |
| 1Y | +84.1% | +3.8% | +80.3% | +80.2% |
| 3Y | +97.7% | +26.7% | +71.0% | +82.8% |
| 5Y | -35.2% | +19.4% | -54.6% | -38.5% |
| All | +634.8% | +100.5% | +534.2% | +500.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling