+204.5%
SCHW vs OKTA
+620.5%
-416.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -0.1% | +13.8% | -13.9% | -1.9% |
| 3M | +20.6% | +48.9% | -28.3% | +14.6% |
| 6M | +15.9% | +114.9% | -99.0% | +4.6% |
| YTD | +8.5% | +97.9% | -89.4% | -1.4% |
| 1Y | +17.8% | +89.7% | -71.8% | +7.5% |
| 3Y | +88.5% | +95.8% | -7.3% | +68.1% |
| 5Y | +60.6% | -32.6% | +93.3% | +52.8% |
| All | +204.5% | +620.5% | -416.0% | +111.7% |
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