+181.7%
SAP vs OKTA
+670.0%
-488.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +8.4% | -7.8% | -1.0% |
| 30D | +6.5% | -13.7% | +20.2% | +8.9% |
| 3M | +12.2% | +18.0% | -5.8% | +6.7% |
| 6M | +46.1% | +133.8% | -87.8% | +19.7% |
| YTD | -1.6% | +111.5% | -113.1% | -18.2% |
| 1Y | -5.1% | +118.3% | -123.4% | -21.6% |
| 3Y | +68.4% | +168.0% | -99.7% | +30.3% |
| 5Y | +79.4% | -30.1% | +109.5% | +67.7% |
| All | +181.7% | +670.0% | -488.3% | +70.4% |
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 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