+278.1%
SPYM vs OKTA
+627.3%
-349.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.9% |
| 7D | -0.4% | +5.9% | -6.2% | -1.2% |
| 30D | -1.4% | +14.6% | -15.9% | -3.9% |
| 3M | +3.7% | +44.0% | -40.3% | -2.6% |
| 6M | +13.0% | +116.7% | -103.7% | -1.6% |
| YTD | +12.5% | +99.8% | -87.3% | -1.3% |
| 1Y | +18.6% | +84.1% | -65.4% | +5.3% |
| 3Y | +78.0% | +97.7% | -19.7% | +52.0% |
| 5Y | +82.3% | -35.2% | +117.5% | +75.8% |
| All | +278.1% | +627.3% | -349.2% | +153.5% |
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