+49.6%
ON vs OKTA
-35.6%
+85.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -13.5% | +13.8% | -27.3% | -17.4% |
| 3M | -36.3% | +48.9% | -85.2% | -44.1% |
| 6M | +17.8% | +114.9% | -97.2% | -10.7% |
| YTD | +29.6% | +97.9% | -68.3% | 0.0% |
| 1Y | +45.8% | +89.7% | -43.9% | +14.3% |
| 3Y | -28.3% | +95.8% | -124.2% | -47.0% |
| 5Y | +49.6% | -32.6% | +82.3% | +53.4% |
| All | +49.6% | -35.6% | +85.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 5y: compounded portfolio wealth divided by compounded OKTA 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…
5y analysis · Full analysis span regression · 6 months rolling