-13.6%
SOUN vs OKTA
+32.9%
-46.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.4% | -2.7% |
| 7D | -4.4% | +5.9% | -10.3% | -6.8% |
| 30D | -13.1% | +14.6% | -27.7% | -19.7% |
| 3M | -7.7% | +44.0% | -51.7% | -23.5% |
| 6M | -21.2% | +116.7% | -137.9% | -47.5% |
| YTD | -35.0% | +99.8% | -134.8% | -55.4% |
| 1Y | -56.4% | +84.1% | -140.4% | -68.8% |
| 3Y | +181.7% | +97.7% | +84.1% | +94.9% |
| All | -13.6% | +32.9% | -46.5% | -4.9% |
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