+344.0%
V vs OKTA
+605.7%
-261.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | +1.9% | +13.0% | -11.1% | -0.6% |
| 3M | +15.5% | +43.4% | -27.9% | +8.4% |
| 6M | +16.6% | +107.6% | -91.0% | +1.8% |
| YTD | +5.7% | +93.8% | -88.1% | -7.1% |
| 1Y | +8.6% | +80.8% | -72.3% | -3.7% |
| 3Y | +52.5% | +91.8% | -39.3% | +29.2% |
| 5Y | +67.1% | -36.4% | +103.5% | +65.5% |
| All | +344.0% | +605.7% | -261.6% | +155.7% |
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