+158.6%
SO vs OKTA
+601.1%
-442.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -5.0% | +13.0% | -18.0% | -5.3% |
| 3M | -5.8% | +41.7% | -47.5% | -6.6% |
| 6M | -7.9% | +105.9% | -113.9% | -9.8% |
| YTD | +2.4% | +92.6% | -90.1% | +0.5% |
| 1Y | -2.3% | +81.1% | -83.3% | -4.0% |
| 3Y | +41.9% | +84.8% | -43.0% | +38.2% |
| 5Y | +58.1% | -34.4% | +92.5% | +57.7% |
| All | +158.6% | +601.1% | -442.5% | +146.8% |
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