+553.4%
SE vs OKTA
+489.4%
+64.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.3% | -0.2% |
| 7D | -5.2% | -2.4% | -2.8% | -4.3% |
| 30D | -17.1% | +13.0% | -30.1% | -23.6% |
| 3M | +24.0% | +41.7% | -17.7% | +2.2% |
| 6M | +21.0% | +105.9% | -85.0% | -20.5% |
| YTD | -16.7% | +92.6% | -109.3% | -44.1% |
| 1Y | -45.9% | +81.1% | -127.0% | -62.8% |
| 3Y | +177.8% | +84.8% | +93.0% | +74.3% |
| 5Y | -67.4% | -34.4% | -32.9% | -69.1% |
| All | +553.4% | +489.4% | +64.0% | +250.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling