-61.8%
W vs OKTA
-34.9%
-26.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.4% |
| 7D | +5.9% | +5.9% | 0.0% | +2.8% |
| 30D | -3.0% | +14.6% | -17.6% | -12.5% |
| 3M | +40.3% | +44.0% | -3.7% | +11.5% |
| 6M | +32.2% | +116.7% | -84.5% | -21.4% |
| YTD | -0.3% | +99.8% | -100.1% | -38.9% |
| 1Y | +16.2% | +84.1% | -67.9% | -26.0% |
| 3Y | +40.7% | +97.7% | -57.0% | -23.5% |
| All | -61.8% | -34.9% | -26.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling