+381.1%
PSX vs OKTA
+601.1%
-220.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | +1.7% | -2.4% | +4.1% | +1.9% |
| 30D | +15.6% | +13.0% | +2.6% | +14.2% |
| 3M | +46.5% | +41.7% | +4.8% | +42.0% |
| 6M | +55.0% | +105.9% | -50.9% | +45.0% |
| YTD | +105.3% | +92.6% | +12.7% | +92.6% |
| 1Y | +101.6% | +81.1% | +20.5% | +89.9% |
| 3Y | +134.1% | +84.8% | +49.3% | +117.8% |
| 5Y | +368.7% | -34.4% | +403.1% | +353.4% |
| All | +381.1% | +601.1% | -220.0% | +248.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling