+395.9%
XYZ vs OKTA
+618.3%
-222.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | +2.6% | -3.6% | -2.5% |
| 30D | -1.7% | +16.0% | -17.7% | -11.6% |
| 3M | +16.7% | +38.2% | -21.4% | -5.4% |
| 6M | +26.9% | +137.8% | -110.9% | -28.1% |
| YTD | +27.1% | +97.3% | -70.1% | -20.6% |
| 1Y | +9.3% | +90.1% | -80.9% | -30.5% |
| 3Y | +42.3% | +98.0% | -55.7% | -20.3% |
| 5Y | -69.3% | -36.9% | -32.4% | -68.5% |
| All | +395.9% | +618.3% | -222.5% | +63.5% |
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