-22.9%
SPOT vs OKTA
+90.9%
-113.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.9% | +2.6% | -3.6% | -1.1% |
| 30D | +12.5% | +16.0% | -3.5% | +11.6% |
| 3M | +9.9% | +38.2% | -28.3% | +6.8% |
| 6M | +1.6% | +137.8% | -136.2% | -11.2% |
| YTD | -6.6% | +97.3% | -103.9% | -14.3% |
| 1Y | -22.9% | +90.1% | -113.0% | -28.7% |
| All | -22.9% | +90.9% | -113.8% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling