+91.8%
OKTA vs TAP
-33.0%
+124.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.0% |
| 7D | +5.9% | -5.1% | +11.0% | +5.7% |
| 30D | +14.6% | -8.4% | +23.0% | +14.2% |
| 3M | +44.0% | -3.9% | +47.9% | +43.8% |
| 6M | +116.7% | -14.4% | +131.1% | +117.9% |
| YTD | +99.8% | -14.7% | +114.5% | +100.6% |
| 1Y | +84.1% | -18.7% | +102.7% | +85.8% |
| All | +91.8% | -33.0% | +124.8% | +95.8% |
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