+43.8%
SO vs OKTA
+97.4%
-53.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.6% |
| 7D | 0.0% | +5.9% | -5.8% | +0.2% |
| 30D | -2.5% | +14.6% | -17.1% | -2.0% |
| 3M | -4.2% | +44.0% | -48.2% | -3.0% |
| 6M | -7.7% | +116.7% | -124.4% | -5.5% |
| YTD | +3.8% | +99.8% | -96.0% | +6.1% |
| 1Y | +0.1% | +84.1% | -84.0% | +2.3% |
| All | +43.8% | +97.4% | -53.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling