+56.8%
SAP vs OKTA
-36.4%
+93.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +2.6% | +13.0% | -10.4% | -0.6% |
| 3M | +16.3% | +43.4% | -27.2% | +6.9% |
| 6M | +6.4% | +107.6% | -101.2% | -10.0% |
| YTD | -11.4% | +93.8% | -105.2% | -24.2% |
| 1Y | -20.4% | +80.8% | -101.2% | -31.1% |
| 3Y | +56.5% | +91.8% | -35.3% | +30.7% |
| 5Y | +56.8% | -36.4% | +93.2% | +51.4% |
| All | +56.8% | -36.4% | +93.1% | +51.4% |
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