-70.8%
OPEN vs OKTA
-12.5%
-58.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.3% | +2.6% | -6.9% | -5.9% |
| 30D | -16.2% | +16.0% | -32.2% | -26.2% |
| 3M | -36.4% | +38.2% | -74.5% | -49.8% |
| 6M | -35.5% | +137.8% | -173.3% | -66.3% |
| YTD | -46.0% | +97.3% | -143.3% | -68.9% |
| 1Y | -47.1% | +90.1% | -137.3% | -68.6% |
| 3Y | -19.0% | +98.0% | -117.0% | -58.6% |
| 5Y | -83.6% | -36.9% | -46.7% | -83.3% |
| All | -70.8% | -12.5% | -58.3% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling