-66.9%
SE vs OKTA
-35.6%
-31.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -4.8% | +0.4% | -5.2% | -5.0% |
| 30D | -18.1% | +13.8% | -31.9% | -24.7% |
| 3M | +30.6% | +48.9% | -18.3% | +5.0% |
| 6M | +20.8% | +114.9% | -94.2% | -23.4% |
| YTD | -15.6% | +97.9% | -113.5% | -44.7% |
| 1Y | -44.2% | +89.7% | -133.9% | -62.8% |
| 3Y | +181.5% | +95.8% | +85.7% | +66.4% |
| 5Y | -66.9% | -32.6% | -34.3% | -64.1% |
| All | -66.9% | -35.6% | -31.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling