+168.0%
OKTA vs TAP
-22.2%
+190.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | +0.6% |
| 7D | +8.4% | +1.3% | +7.1% | +8.6% |
| 30D | -13.7% | +5.7% | -19.4% | -12.9% |
| 3M | +18.0% | -1.9% | +19.9% | +18.5% |
| 6M | +133.8% | +0.9% | +132.9% | +135.8% |
| YTD | +111.5% | -9.5% | +121.0% | +113.7% |
| 1Y | +118.3% | -9.0% | +127.3% | +120.4% |
| 3Y | +168.0% | -22.2% | +190.3% | +187.7% |
| All | +168.0% | -22.2% | +190.2% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling