+237.5%
SHW vs OKTA
+601.1%
-363.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.2% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | -10.0% | +13.0% | -23.1% | -12.0% |
| 3M | +2.3% | +41.7% | -39.4% | -3.3% |
| 6M | +0.7% | +105.9% | -105.3% | -10.9% |
| YTD | +0.5% | +92.6% | -92.1% | -10.7% |
| 1Y | -11.5% | +81.1% | -92.5% | -20.7% |
| 3Y | +21.3% | +84.8% | -63.5% | +5.3% |
| 5Y | +12.5% | -34.4% | +47.0% | +8.2% |
| All | +237.5% | +601.1% | -363.6% | +119.1% |
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 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