+627.8%
OKTA vs TAP
-48.0%
+675.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.4% | -5.3% | +5.7% | +0.6% |
| 30D | +13.8% | -7.4% | +21.2% | +14.1% |
| 3M | +48.9% | -4.9% | +53.8% | +49.1% |
| 6M | +114.9% | -14.2% | +129.1% | +116.4% |
| YTD | +97.9% | -14.8% | +112.7% | +99.1% |
| 1Y | +89.7% | -18.1% | +107.8% | +91.3% |
| 3Y | +95.8% | -32.7% | +128.5% | +99.5% |
| 5Y | -32.6% | -0.5% | -32.1% | -32.4% |
| All | +627.8% | -48.0% | +675.9% | +595.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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