+392.9%
XYZ vs OKTA
+668.6%
-275.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -2.1% | +6.6% | -8.8% | -5.3% |
| 30D | +7.0% | -19.4% | +26.4% | +16.9% |
| 3M | +5.1% | +23.9% | -18.8% | -11.6% |
| 6M | +14.1% | +130.9% | -116.8% | -35.1% |
| YTD | +26.4% | +111.1% | -84.7% | -26.3% |
| 1Y | +25.1% | +115.5% | -90.5% | -28.1% |
| 3Y | +59.7% | +169.4% | -109.6% | -26.9% |
| 5Y | -63.8% | -30.2% | -33.6% | -65.9% |
| All | +392.9% | +668.6% | -275.7% | +51.7% |
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