+18.4%
U vs OKTA
+114.8%
-96.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | +7.5% | -14.2% | +21.7% | +11.3% |
| 30D | -7.0% | -12.5% | +5.4% | -4.3% |
| 3M | +20.6% | +29.2% | -8.7% | +12.5% |
| 6M | +53.2% | +147.3% | -94.2% | +11.4% |
| YTD | -3.9% | +120.9% | -124.8% | -24.9% |
| 1Y | +18.4% | +119.7% | -101.3% | -7.2% |
| All | +18.4% | +114.8% | -96.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling