+608.2%
OKTA vs TDY
+381.7%
+226.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.3% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | +13.0% | -12.0% | +25.1% | +20.5% |
| 3M | +41.7% | -3.2% | +44.9% | +43.4% |
| 6M | +105.9% | -7.9% | +113.8% | +112.4% |
| YTD | +92.6% | +18.2% | +74.3% | +71.4% |
| 1Y | +81.1% | +6.7% | +74.4% | +70.4% |
| 3Y | +84.8% | +47.5% | +37.3% | +42.6% |
| 5Y | -34.4% | +39.5% | -73.9% | -47.6% |
| All | +608.2% | +381.7% | +226.5% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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