+1.5%
SMR vs OKTA
-7.5%
+9.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.3% |
| 7D | +4.7% | +0.4% | +4.3% | +4.5% |
| 30D | +3.2% | +13.8% | -10.6% | -1.6% |
| 3M | +9.9% | +48.9% | -39.0% | -3.7% |
| 6M | -15.1% | +114.9% | -130.1% | -34.6% |
| YTD | -27.9% | +97.9% | -125.8% | -43.3% |
| 1Y | -70.2% | +89.7% | -159.9% | -76.1% |
| 3Y | +72.5% | +95.8% | -23.4% | +36.5% |
| All | +1.5% | -7.5% | +9.0% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling