+96.4%
OKTA vs TEVA
+81.2%
+15.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.2% | -10.2% | -10.4% |
| 7D | -22.9% | +0.7% | -23.6% | -22.9% |
| 30D | -21.7% | +6.8% | -28.5% | -22.4% |
| 3M | +16.4% | +20.3% | -3.9% | +13.7% |
| 6M | +120.1% | +16.5% | +103.6% | +115.4% |
| YTD | +97.9% | +33.9% | +64.1% | +85.3% |
| 1Y | +96.4% | +69.8% | +26.6% | +67.6% |
| All | +96.4% | +81.2% | +15.3% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling