-62.2%
XYZ vs OKTA
-30.2%
-32.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | -2.2% | -4.6% | +2.4% | -0.3% |
| 30D | +11.6% | -19.7% | +31.3% | +21.0% |
| 3M | +8.4% | +21.2% | -12.8% | -6.0% |
| 6M | +17.2% | +123.1% | -105.9% | -28.7% |
| YTD | +31.7% | +110.8% | -79.1% | -19.2% |
| 1Y | +30.1% | +113.0% | -82.9% | -20.9% |
| 3Y | +66.4% | +168.9% | -102.5% | -19.5% |
| 5Y | -62.2% | -28.7% | -33.5% | -57.4% |
| All | -62.2% | -30.2% | -32.0% | -57.4% |
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