+271.8%
SPY vs OKTA
+670.0%
-398.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.6% | +8.4% | -5.8% | +1.4% |
| 30D | -2.0% | -13.7% | +11.7% | -0.3% |
| 3M | -2.8% | +18.0% | -20.8% | -6.2% |
| 6M | +2.1% | +133.8% | -131.7% | -12.1% |
| YTD | +11.5% | +111.5% | -100.0% | -3.4% |
| 1Y | +13.5% | +118.3% | -104.9% | -2.2% |
| 3Y | +77.7% | +168.0% | -90.3% | +44.6% |
| 5Y | +72.6% | -30.1% | +102.7% | +63.7% |
| All | +271.8% | +670.0% | -398.2% | +147.9% |
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