+367.0%
PSX vs OKTA
-35.6%
+402.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | +15.8% | +13.8% | +2.0% | +14.4% |
| 3M | +43.0% | +48.9% | -5.9% | +38.3% |
| 6M | +61.1% | +114.9% | -53.8% | +50.1% |
| YTD | +104.5% | +97.9% | +6.6% | +91.5% |
| 1Y | +102.5% | +89.7% | +12.9% | +90.1% |
| 3Y | +133.5% | +95.8% | +37.7% | +116.8% |
| 5Y | +367.0% | -32.6% | +399.6% | +346.5% |
| All | +367.0% | -35.6% | +402.5% | +346.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling