+198.9%
OKTA vs TENB
+1.3%
+197.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.9% | -1.7% | +7.5% | +7.0% |
| 30D | +14.6% | -8.3% | +22.8% | +21.6% |
| 3M | +44.0% | +26.2% | +17.8% | +24.4% |
| 6M | +116.7% | +60.2% | +56.5% | +62.6% |
| YTD | +99.8% | +43.1% | +56.7% | +60.0% |
| 1Y | +84.1% | +9.4% | +74.7% | +72.5% |
| 3Y | +97.7% | -23.9% | +121.5% | +119.9% |
| 5Y | -35.2% | -28.2% | -6.9% | -26.0% |
| All | +198.9% | +1.3% | +197.6% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling