-33.3%
OKTA vs TENB
-35.4%
+2.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.0% | +3.3% | +1.5% |
| 7D | -2.4% | -12.1% | +9.7% | +6.6% |
| 30D | +13.0% | -18.6% | +31.7% | +31.2% |
| 3M | +41.7% | +12.1% | +29.6% | +29.5% |
| 6M | +105.9% | +46.8% | +59.1% | +56.6% |
| YTD | +92.6% | +28.0% | +64.6% | +60.3% |
| 1Y | +81.1% | -1.4% | +82.5% | +79.2% |
| 3Y | +84.8% | -33.9% | +118.8% | +127.3% |
| All | -33.3% | -35.4% | +2.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling