-35.2%
OKTA vs TAP
-0.5%
-34.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.1% |
| 7D | +5.9% | -5.1% | +11.0% | +6.3% |
| 30D | +14.6% | -8.4% | +23.0% | +15.4% |
| 3M | +44.0% | -3.9% | +47.9% | +44.1% |
| 6M | +116.7% | -14.4% | +131.1% | +120.2% |
| YTD | +99.8% | -14.7% | +114.5% | +102.5% |
| 1Y | +84.1% | -18.7% | +102.7% | +88.1% |
| 3Y | +97.7% | -32.6% | +130.3% | +107.5% |
| 5Y | -35.2% | -1.4% | -33.8% | -36.7% |
| All | -35.2% | -0.5% | -34.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling