+60.5%
T vs OKTA
+618.3%
-557.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -1.9% |
| 7D | -1.3% | +2.6% | -3.9% | -1.3% |
| 30D | +11.4% | +16.0% | -4.7% | +11.1% |
| 3M | +14.3% | +38.2% | -23.9% | +13.6% |
| 6M | -9.3% | +137.8% | -147.1% | -11.0% |
| YTD | +7.1% | +97.3% | -90.2% | +5.4% |
| 1Y | -9.1% | +90.1% | -99.2% | -10.5% |
| 3Y | +105.3% | +98.0% | +7.3% | +100.3% |
| 5Y | +66.8% | -36.9% | +103.7% | +64.8% |
| All | +60.5% | +618.3% | -557.8% | +44.5% |
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