+34.6%
OWL vs OKTA
-31.8%
+66.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.9% |
| 7D | -6.4% | +5.9% | -12.3% | -7.7% |
| 30D | -5.0% | +14.6% | -19.6% | -8.8% |
| 3M | +15.4% | +44.0% | -28.6% | +4.4% |
| 6M | +15.5% | +116.7% | -101.2% | -7.3% |
| YTD | -22.7% | +99.8% | -122.4% | -36.8% |
| 1Y | -34.1% | +84.1% | -118.1% | -45.1% |
| 3Y | +5.1% | +97.7% | -92.6% | -17.1% |
| 5Y | -11.5% | -35.2% | +23.7% | -19.4% |
| All | +34.6% | -31.8% | +66.4% | +21.4% |
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 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