+86.8%
SCHW vs OKTA
+90.2%
-3.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -1.6% | +13.0% | -14.7% | -3.2% |
| 3M | +21.3% | +41.7% | -20.4% | +15.8% |
| 6M | +16.5% | +105.9% | -89.4% | +4.8% |
| YTD | +8.4% | +92.6% | -84.1% | -1.8% |
| 1Y | +15.6% | +81.1% | -65.4% | +5.6% |
| 3Y | +86.8% | +84.8% | +2.0% | +65.4% |
| All | +86.8% | +90.2% | -3.4% | +65.4% |
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 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