-39.2%
OWL vs OKTA
+83.4%
-122.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.9% |
| 7D | -10.1% | -2.4% | -7.7% | -9.6% |
| 30D | -11.9% | +13.0% | -25.0% | -15.0% |
| 3M | +10.7% | +41.7% | -31.0% | +0.3% |
| 6M | +22.1% | +105.9% | -83.8% | -2.8% |
| YTD | -24.8% | +92.6% | -117.4% | -38.4% |
| 1Y | -39.2% | +81.1% | -120.3% | -48.6% |
| All | -39.2% | +83.4% | -122.6% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling