+28.5%
SPGI vs OKTA
+171.4%
-142.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -0.8% | +6.6% | -7.5% | -1.5% |
| 30D | +14.3% | -19.4% | +33.7% | +16.6% |
| 3M | +14.5% | +23.9% | -9.4% | +10.2% |
| 6M | +17.3% | +130.9% | -113.6% | +2.4% |
| YTD | -4.6% | +111.1% | -115.7% | -16.2% |
| 1Y | +0.8% | +115.5% | -114.8% | -11.8% |
| All | +28.5% | +171.4% | -142.9% | +9.1% |
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