+133.1%
W vs OKTA
+618.3%
-485.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.2% | +2.6% | -6.8% | -5.6% |
| 30D | -7.6% | +16.0% | -23.6% | -17.5% |
| 3M | +37.2% | +38.2% | -1.0% | +11.1% |
| 6M | +26.3% | +137.8% | -111.5% | -29.4% |
| YTD | -1.0% | +97.3% | -98.3% | -39.2% |
| 1Y | +20.1% | +90.1% | -70.0% | -25.4% |
| 3Y | +37.8% | +98.0% | -60.2% | -24.5% |
| 5Y | -63.7% | -36.9% | -26.7% | -64.8% |
| All | +133.1% | +618.3% | -485.2% | -1.2% |
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 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