+346.2%
V vs OKTA
+601.1%
-254.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.3% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | +3.1% | +13.0% | -10.0% | +0.6% |
| 3M | +16.3% | +41.7% | -25.4% | +9.3% |
| 6M | +20.4% | +105.9% | -85.6% | +5.2% |
| YTD | +6.3% | +92.6% | -86.3% | -6.5% |
| 1Y | +8.7% | +81.1% | -72.3% | -3.7% |
| 3Y | +53.3% | +84.8% | -31.5% | +30.7% |
| 5Y | +71.1% | -34.4% | +105.5% | +68.2% |
| All | +346.2% | +601.1% | -254.9% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling