-37.5%
U vs OKTA
-14.1%
-23.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | +4.5% | +0.7% | +3.8% | +4.0% |
| 30D | -0.6% | +13.0% | -13.6% | -11.2% |
| 3M | +48.4% | +43.4% | +5.0% | +13.4% |
| 6M | +115.4% | +107.6% | +7.7% | +21.8% |
| YTD | -3.2% | +93.8% | -97.0% | -42.9% |
| 1Y | -6.0% | +80.8% | -86.9% | -41.9% |
| 3Y | +13.5% | +91.8% | -78.3% | -40.7% |
| 5Y | -68.0% | -36.4% | -31.6% | -65.1% |
| All | -37.5% | -14.1% | -23.3% | -43.6% |
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