+597.0%
SE vs OKTA
+493.3%
+103.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | -0.1% | +13.0% | -13.1% | -7.9% |
| 3M | +34.1% | +43.4% | -9.3% | +10.1% |
| 6M | +23.2% | +107.6% | -84.4% | -19.3% |
| YTD | -11.2% | +93.8% | -105.0% | -40.4% |
| 1Y | -40.5% | +80.8% | -121.4% | -59.0% |
| 3Y | +196.3% | +91.8% | +104.5% | +82.5% |
| 5Y | -67.0% | -36.4% | -30.6% | -68.4% |
| All | +597.0% | +493.3% | +103.7% | +272.6% |
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