+1,774.4%
SHOP vs OKTA
+601.1%
+1,173.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.3% |
| 7D | -11.2% | -2.4% | -8.8% | -10.1% |
| 30D | -14.4% | +13.0% | -27.4% | -22.9% |
| 3M | +16.6% | +41.7% | -25.1% | -9.4% |
| 6M | -0.6% | +105.9% | -106.5% | -41.4% |
| YTD | -20.0% | +92.6% | -112.5% | -51.5% |
| 1Y | -11.2% | +81.1% | -92.3% | -44.1% |
| 3Y | +99.5% | +84.8% | +14.7% | +11.4% |
| 5Y | -13.2% | -34.4% | +21.2% | -12.1% |
| All | +1,774.4% | +601.1% | +1,173.3% | +558.4% |
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