+375.7%
XYZ vs OKTA
+627.3%
-251.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -2.5% |
| 7D | -3.7% | +5.9% | -9.6% | -6.6% |
| 30D | +0.5% | +14.6% | -14.0% | -9.0% |
| 3M | +16.3% | +44.0% | -27.7% | -7.8% |
| 6M | +21.1% | +116.7% | -95.6% | -27.4% |
| YTD | +22.0% | +99.8% | -77.8% | -24.4% |
| 1Y | +5.2% | +84.1% | -78.9% | -31.9% |
| 3Y | +49.6% | +97.7% | -48.1% | -16.0% |
| 5Y | -68.4% | -35.2% | -33.3% | -68.1% |
| All | +375.7% | +627.3% | -251.6% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling