+263.3%
SPGI vs OKTA
+620.5%
-357.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -8.9% | +0.4% | -9.3% | -9.0% |
| 30D | +0.6% | +13.8% | -13.2% | -2.5% |
| 3M | +2.0% | +48.9% | -46.9% | -6.3% |
| 6M | +0.1% | +114.9% | -114.9% | -15.4% |
| YTD | -16.4% | +97.9% | -114.3% | -28.5% |
| 1Y | -18.9% | +89.7% | -108.6% | -30.3% |
| 3Y | +13.8% | +95.8% | -82.1% | -6.4% |
| 5Y | +0.5% | -32.6% | +33.1% | -3.8% |
| All | +263.3% | +620.5% | -357.2% | +120.4% |
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 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