+0.1%
SCHW vs OKTA
+96.1%
-96.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.4% | +9.6% | -0.4% |
| 7D | +3.5% | -22.9% | +26.3% | +4.5% |
| 30D | -4.4% | -21.7% | +17.4% | -3.6% |
| 3M | -14.0% | +16.4% | -30.4% | -14.7% |
| 6M | +0.8% | +120.1% | -119.3% | -4.8% |
| YTD | -6.4% | +97.9% | -104.4% | -10.4% |
| 1Y | +0.1% | +96.4% | -96.4% | -4.0% |
| All | +0.1% | +96.1% | -96.0% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling