+171.0%
W vs OKTA
+171.9%
-0.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.2% | +8.4% | -8.2% | -2.2% |
| 30D | +6.8% | -13.7% | +20.5% | +11.0% |
| 3M | +10.7% | +18.0% | -7.3% | +3.2% |
| 6M | +86.3% | +133.8% | -47.5% | +35.3% |
| YTD | +11.5% | +111.5% | -100.0% | -17.3% |
| 1Y | +5.1% | +118.3% | -113.2% | -23.3% |
| 3Y | +171.0% | +168.0% | +3.0% | +79.9% |
| All | +171.0% | +171.9% | -0.9% | +79.9% |
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