+31.7%
W vs OKTA
+95.5%
-63.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | -5.6% | +13.8% | -19.4% | -10.6% |
| 3M | +41.9% | +48.9% | -7.0% | +22.6% |
| 6M | +30.2% | +114.9% | -84.7% | -4.0% |
| YTD | -2.9% | +97.9% | -100.8% | -26.9% |
| 1Y | +11.6% | +89.7% | -78.1% | -14.9% |
| All | +31.7% | +95.5% | -63.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling