+9.5%
V vs OKTA
+82.1%
-72.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -3.0% | +0.4% | -3.5% | -3.1% |
| 30D | +1.2% | +13.8% | -12.6% | +1.0% |
| 3M | +13.9% | +48.9% | -35.0% | +12.2% |
| 6M | +17.2% | +114.9% | -97.7% | +12.3% |
| YTD | +5.3% | +97.9% | -92.6% | +0.5% |
| 1Y | +9.5% | +89.7% | -80.2% | +4.3% |
| All | +9.5% | +82.1% | -72.6% | +4.3% |
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