+82.0%
SPY vs OKTA
-35.6%
+117.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | -1.7% | +13.8% | -15.5% | -3.8% |
| 3M | +4.7% | +48.9% | -44.2% | -1.5% |
| 6M | +12.5% | +114.9% | -102.4% | -0.8% |
| YTD | +11.7% | +97.9% | -86.2% | -0.7% |
| 1Y | +17.5% | +89.7% | -72.2% | +5.0% |
| 3Y | +76.6% | +95.8% | -19.3% | +53.3% |
| 5Y | +82.0% | -32.6% | +114.7% | +77.0% |
| All | +82.0% | -35.6% | +117.6% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling