+167.3%
PAYX vs OKTA
+601.1%
-433.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | -4.9% | -2.4% | -2.5% | -4.6% |
| 30D | -3.8% | +13.0% | -16.8% | -5.9% |
| 3M | +17.9% | +41.7% | -23.8% | +11.2% |
| 6M | +26.1% | +105.9% | -79.9% | +11.8% |
| YTD | +6.7% | +92.6% | -85.8% | -4.7% |
| 1Y | -10.7% | +81.1% | -91.8% | -19.8% |
| 3Y | +7.0% | +84.8% | -77.9% | -6.6% |
| 5Y | +22.6% | -34.4% | +57.1% | +17.4% |
| All | +167.3% | +601.1% | -433.8% | +89.6% |
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 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