+184.3%
SE vs OKTA
+97.4%
+86.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.1% | -4.7% |
| 7D | -3.6% | +5.9% | -9.5% | -4.9% |
| 30D | -5.3% | +14.6% | -19.9% | -9.1% |
| 3M | +28.1% | +44.0% | -15.9% | +15.3% |
| 6M | +20.7% | +116.7% | -96.1% | -5.7% |
| YTD | -14.8% | +99.8% | -114.6% | -32.0% |
| 1Y | -43.6% | +84.1% | -127.6% | -53.8% |
| All | +184.3% | +97.4% | +86.9% | +128.2% |
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