+275.7%
SPY vs OKTA
+601.1%
-325.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | -1.1% | +13.0% | -14.1% | -3.4% |
| 3M | +3.9% | +41.7% | -37.8% | -2.2% |
| 6M | +13.6% | +105.9% | -92.3% | -0.2% |
| YTD | +12.7% | +92.6% | -79.9% | -0.5% |
| 1Y | +17.5% | +81.1% | -63.6% | +4.7% |
| 3Y | +76.9% | +84.8% | -7.9% | +52.9% |
| 5Y | +83.6% | -34.4% | +118.0% | +76.4% |
| All | +275.7% | +601.1% | -325.3% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling