-74.2%
OPEN vs OKTA
-14.6%
-59.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +1.2% |
| 7D | -11.4% | -2.4% | -9.0% | -10.2% |
| 30D | -20.1% | +13.0% | -33.1% | -28.6% |
| 3M | -37.6% | +41.7% | -79.3% | -51.6% |
| 6M | -47.1% | +105.9% | -153.0% | -69.6% |
| YTD | -52.1% | +92.6% | -144.7% | -72.1% |
| 1Y | -73.5% | +81.1% | -154.5% | -83.9% |
| 3Y | -24.4% | +84.8% | -109.2% | -59.5% |
| 5Y | -85.1% | -34.4% | -50.7% | -85.2% |
| All | -74.2% | -14.6% | -59.6% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling