+150.8%
SAP vs OKTA
+627.3%
-476.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.7% |
| 7D | -0.3% | +5.9% | -6.1% | -1.4% |
| 30D | +0.3% | +14.6% | -14.3% | -3.1% |
| 3M | +16.9% | +44.0% | -27.1% | +7.4% |
| 6M | +6.3% | +116.7% | -110.4% | -10.9% |
| YTD | -12.4% | +99.8% | -112.2% | -25.5% |
| 1Y | -21.6% | +84.1% | -105.7% | -32.4% |
| 3Y | +54.8% | +97.7% | -42.9% | +27.8% |
| 5Y | +56.2% | -35.2% | +91.3% | +49.4% |
| All | +150.8% | +627.3% | -476.6% | +55.0% |
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