+65.7%
T vs OKTA
-34.9%
+100.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -1.8% |
| 7D | -3.1% | +5.9% | -9.0% | -3.1% |
| 30D | +4.6% | +14.6% | -10.0% | +4.5% |
| 3M | +12.2% | +44.0% | -31.8% | +11.8% |
| 6M | -6.5% | +116.7% | -123.2% | -7.6% |
| YTD | +4.9% | +99.8% | -94.9% | +3.8% |
| 1Y | -10.5% | +84.1% | -94.5% | -11.3% |
| 3Y | +104.6% | +97.7% | +6.9% | +100.2% |
| All | +65.7% | -34.9% | +100.6% | +59.1% |
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