+634.8%
OKTA vs TECK
+236.4%
+398.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.3% | +3.4% |
| 7D | +5.9% | +4.9% | +1.0% | +5.1% |
| 30D | +14.6% | +5.2% | +9.4% | +13.5% |
| 3M | +44.0% | +13.8% | +30.2% | +40.5% |
| 6M | +116.7% | +38.5% | +78.2% | +104.0% |
| YTD | +99.8% | +47.3% | +52.4% | +85.2% |
| 1Y | +84.1% | +81.0% | +3.1% | +64.6% |
| 3Y | +97.7% | +79.9% | +17.8% | +74.1% |
| 5Y | -35.2% | +207.9% | -243.0% | -47.3% |
| All | +634.8% | +236.4% | +398.4% | +452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling