+19.4%
SPGI vs OKTA
+91.5%
-72.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.0% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | +5.4% | +13.0% | -7.6% | +3.4% |
| 3M | +9.0% | +43.4% | -34.4% | +3.3% |
| 6M | +0.8% | +107.6% | -106.9% | -10.5% |
| YTD | -12.6% | +93.8% | -106.4% | -21.8% |
| 1Y | -16.1% | +80.8% | -97.0% | -24.5% |
| All | +19.4% | +91.5% | -72.1% | +7.7% |
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