-14.4%
SMR vs OKTA
-10.0%
-4.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.7% | -13.0% | -14.9% |
| 7D | -11.2% | -2.4% | -8.8% | -10.6% |
| 30D | -10.2% | +13.0% | -23.3% | -14.2% |
| 3M | -10.0% | +41.7% | -51.7% | -20.0% |
| 6M | -30.5% | +105.9% | -136.4% | -45.7% |
| YTD | -39.2% | +92.6% | -131.8% | -51.7% |
| 1Y | -75.5% | +81.1% | -156.6% | -80.1% |
| 3Y | +45.4% | +84.8% | -39.4% | +16.5% |
| All | -14.4% | -10.0% | -4.4% | -34.9% |
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