+276.5%
SPY vs OKTA
+605.7%
-329.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -0.9% | +13.0% | -13.9% | -3.3% |
| 3M | +3.9% | +43.4% | -39.5% | -2.3% |
| 6M | +14.5% | +107.6% | -93.1% | +0.5% |
| YTD | +12.9% | +93.8% | -80.9% | -0.3% |
| 1Y | +19.4% | +80.8% | -61.5% | +6.3% |
| 3Y | +78.5% | +91.8% | -13.3% | +53.3% |
| 5Y | +81.8% | -36.4% | +118.1% | +75.5% |
| All | +276.5% | +605.7% | -329.1% | +155.7% |
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 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