+319.2%
SPGI vs OKTA
+670.0%
-350.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.2% | +8.4% | -7.2% | -0.2% |
| 30D | +15.9% | -13.7% | +29.6% | +18.2% |
| 3M | +12.3% | +18.0% | -5.7% | +7.0% |
| 6M | +23.7% | +133.8% | -110.2% | +2.3% |
| YTD | -3.5% | +111.5% | -115.0% | -19.3% |
| 1Y | +0.4% | +118.3% | -117.9% | -16.5% |
| 3Y | +29.9% | +168.0% | -138.1% | -0.1% |
| 5Y | +15.2% | -30.1% | +45.3% | +8.8% |
| All | +319.2% | +670.0% | -350.8% | +148.8% |
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