+625.6%
OKTA vs TAP
-45.2%
+670.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.6% | -2.3% | +4.9% | +2.7% |
| 30D | +16.0% | -2.1% | +18.2% | +16.1% |
| 3M | +38.2% | +6.6% | +31.5% | +37.6% |
| 6M | +137.8% | -11.5% | +149.3% | +139.3% |
| YTD | +97.3% | -10.3% | +107.6% | +98.1% |
| 1Y | +90.1% | -14.4% | +104.5% | +91.5% |
| 3Y | +98.0% | -28.3% | +126.3% | +101.2% |
| 5Y | -36.9% | +1.7% | -38.6% | -36.8% |
| All | +625.6% | -45.2% | +670.9% | +591.7% |
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 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