+250.1%
SPOT vs OKTA
+337.3%
-87.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -6.9% | +0.4% | -7.3% | -7.0% |
| 30D | +4.1% | +13.8% | -9.7% | -2.0% |
| 3M | +3.7% | +48.9% | -45.2% | -11.0% |
| 6M | -1.6% | +114.9% | -116.5% | -28.1% |
| YTD | -10.2% | +97.9% | -108.0% | -32.9% |
| 1Y | -25.9% | +89.7% | -115.6% | -44.1% |
| 3Y | +235.6% | +95.8% | +139.8% | +132.3% |
| 5Y | +110.6% | -32.6% | +143.2% | +97.9% |
| All | +250.1% | +337.3% | -87.2% | +88.5% |
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