+608.2%
OKTA vs TECK
+217.7%
+390.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -2.4% | -3.8% | +1.4% | -1.9% |
| 30D | +13.0% | +0.7% | +12.3% | +12.7% |
| 3M | +41.7% | +4.6% | +37.1% | +40.1% |
| 6M | +105.9% | +25.1% | +80.8% | +97.0% |
| YTD | +92.6% | +39.2% | +53.4% | +80.1% |
| 1Y | +81.1% | +60.3% | +20.7% | +65.1% |
| 3Y | +84.8% | +62.9% | +21.9% | +65.1% |
| 5Y | -34.4% | +181.5% | -215.9% | -46.0% |
| All | +608.2% | +217.7% | +390.5% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling