+413.8%
V vs OKTA
+670.0%
-256.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.9% | +8.4% | -7.5% | -0.2% |
| 30D | +9.0% | -13.7% | +22.7% | +10.7% |
| 3M | +16.7% | +18.0% | -1.3% | +12.4% |
| 6M | +33.4% | +133.8% | -100.4% | +14.1% |
| YTD | +22.4% | +111.5% | -89.1% | +5.4% |
| 1Y | +27.7% | +118.3% | -90.6% | +9.3% |
| 3Y | +78.0% | +168.0% | -90.0% | +41.9% |
| 5Y | +108.5% | -30.1% | +138.6% | +102.5% |
| All | +413.8% | +670.0% | -256.2% | +190.0% |
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