-7.9%
SHW vs OKTA
+90.9%
-98.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | +2.6% | -5.9% | -3.2% |
| 30D | -9.5% | +16.0% | -25.5% | -9.2% |
| 3M | +11.5% | +38.2% | -26.7% | +12.1% |
| 6M | -3.5% | +137.8% | -141.3% | -1.0% |
| YTD | +3.7% | +97.3% | -93.6% | +6.2% |
| 1Y | -7.9% | +90.1% | -98.0% | -6.2% |
| All | -7.9% | +90.9% | -98.8% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling