+1,686.1%
PWR vs OKTA
+627.3%
+1,058.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.3% |
| 7D | +2.7% | +5.9% | -3.2% | +1.9% |
| 30D | -5.1% | +14.6% | -19.7% | -7.2% |
| 3M | -9.4% | +44.0% | -53.4% | -14.0% |
| 6M | +10.4% | +116.7% | -106.3% | -2.4% |
| YTD | +48.6% | +99.8% | -51.1% | +32.3% |
| 1Y | +68.0% | +84.1% | -16.0% | +51.3% |
| 3Y | +204.7% | +97.7% | +107.0% | +166.1% |
| 5Y | +451.9% | -35.2% | +487.1% | +422.1% |
| All | +1,686.1% | +627.3% | +1,058.8% | +1,151.9% |
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