+161.3%
SO vs OKTA
+618.3%
-457.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.2% | +2.6% | -2.8% | -0.2% |
| 30D | -4.6% | +16.0% | -20.6% | -4.9% |
| 3M | -3.0% | +38.2% | -41.2% | -3.8% |
| 6M | -8.3% | +137.8% | -146.1% | -10.4% |
| YTD | +3.5% | +97.3% | -93.8% | +1.5% |
| 1Y | -0.9% | +90.1% | -91.0% | -2.8% |
| 3Y | +45.4% | +98.0% | -52.7% | +41.3% |
| 5Y | +59.6% | -36.9% | +96.5% | +59.8% |
| All | +161.3% | +618.3% | -457.0% | +149.4% |
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