-18.7%
OPEN vs OKTA
+97.4%
-116.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.4% |
| 7D | -2.9% | +5.9% | -8.8% | -5.0% |
| 30D | -13.8% | +14.6% | -28.4% | -19.4% |
| 3M | -30.9% | +44.0% | -74.9% | -41.2% |
| 6M | -40.9% | +116.7% | -157.7% | -59.2% |
| YTD | -48.5% | +99.8% | -148.3% | -63.7% |
| 1Y | -50.9% | +84.1% | -135.0% | -63.8% |
| All | -18.7% | +97.4% | -116.1% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling