+157.9%
SAP vs OKTA
+618.3%
-460.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +2.6% | -5.5% | -3.4% |
| 30D | +9.0% | +16.0% | -7.0% | +5.1% |
| 3M | +14.9% | +38.2% | -23.2% | +6.5% |
| 6M | +11.9% | +137.8% | -125.9% | -8.0% |
| YTD | -9.9% | +97.3% | -107.2% | -23.2% |
| 1Y | -19.5% | +90.1% | -109.6% | -31.0% |
| 3Y | +61.8% | +98.0% | -36.2% | +33.6% |
| 5Y | +56.2% | -36.9% | +93.1% | +50.3% |
| All | +157.9% | +618.3% | -460.4% | +59.9% |
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