+67.8%
SAP vs OKTA
+171.0%
-103.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -2.5% | -4.6% | +2.1% | -1.7% |
| 30D | +7.5% | -19.7% | +27.2% | +11.8% |
| 3M | +11.6% | +21.2% | -9.6% | +4.6% |
| 6M | +37.6% | +123.1% | -85.5% | +9.9% |
| YTD | -2.0% | +110.8% | -112.7% | -21.1% |
| 1Y | -6.4% | +113.0% | -119.3% | -24.9% |
| All | +67.8% | +171.0% | -103.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling