+40.2%
T vs OKTA
+670.0%
-629.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | +8.4% | -5.9% | +2.5% |
| 30D | -3.8% | -13.7% | +9.9% | -3.7% |
| 3M | -8.7% | +18.0% | -26.8% | -9.1% |
| 6M | -8.1% | +133.8% | -142.0% | -9.9% |
| YTD | -6.4% | +111.5% | -117.9% | -8.2% |
| 1Y | -9.8% | +118.3% | -128.1% | -11.5% |
| 3Y | +65.5% | +168.0% | -102.5% | +59.6% |
| 5Y | +57.0% | -30.1% | +87.0% | +54.6% |
| All | +40.2% | +670.0% | -629.8% | +25.9% |
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