+676.4%
OKTA vs TAP
-46.5%
+723.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +6.6% | -6.3% | +13.0% | +6.8% |
| 30D | -19.4% | +2.7% | -22.1% | -19.6% |
| 3M | +23.9% | -3.7% | +27.6% | +24.0% |
| 6M | +130.9% | -2.0% | +132.9% | +130.6% |
| YTD | +111.1% | -12.3% | +123.4% | +112.0% |
| 1Y | +115.5% | -10.1% | +125.6% | +116.1% |
| 3Y | +169.4% | -25.3% | +194.6% | +172.5% |
| 5Y | -30.2% | -1.9% | -28.2% | -30.1% |
| All | +676.4% | -46.5% | +723.0% | +640.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling