+380.5%
PSX vs OKTA
+605.7%
-225.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +1.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | +27.8% | +13.0% | +14.8% | +26.2% |
| 3M | +42.0% | +43.4% | -1.4% | +37.6% |
| 6M | +58.1% | +107.6% | -49.5% | +47.8% |
| YTD | +105.0% | +93.8% | +11.2% | +92.3% |
| 1Y | +104.9% | +80.8% | +24.1% | +93.0% |
| 3Y | +134.1% | +91.8% | +42.3% | +117.1% |
| 5Y | +363.8% | -36.4% | +400.2% | +349.7% |
| All | +380.5% | +605.7% | -225.2% | +248.1% |
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