+11.1%
SMR vs OKTA
-9.4%
+20.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +15.8% |
| 7D | +21.4% | +0.7% | +20.7% | +21.0% |
| 30D | +13.8% | +13.0% | +0.9% | +8.7% |
| 3M | +3.9% | +43.4% | -39.5% | -8.0% |
| 6M | -4.2% | +107.6% | -111.8% | -25.4% |
| YTD | -21.1% | +93.8% | -114.9% | -37.5% |
| 1Y | -67.1% | +80.8% | -147.9% | -73.2% |
| 3Y | +88.9% | +91.8% | -2.9% | +50.4% |
| All | +11.1% | -9.4% | +20.6% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling