+54.1%
SO vs OKTA
+171.9%
-117.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.4% | +8.4% | -7.1% | +1.7% |
| 30D | +4.7% | -13.7% | +18.4% | +4.2% |
| 3M | +1.7% | +18.0% | -16.3% | +2.6% |
| 6M | +2.2% | +133.8% | -131.7% | +5.7% |
| YTD | +10.0% | +111.5% | -101.5% | +13.8% |
| 1Y | +6.0% | +118.3% | -112.3% | +9.8% |
| 3Y | +54.1% | +168.0% | -113.9% | +60.7% |
| All | +54.1% | +171.9% | -117.8% | +60.7% |
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 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