-33.3%
OKTA vs TEVA
+300.5%
-333.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.2% |
| 7D | -2.4% | +2.0% | -4.4% | -2.9% |
| 30D | +13.0% | +1.0% | +12.1% | +12.6% |
| 3M | +41.7% | +7.3% | +34.4% | +38.6% |
| 6M | +105.9% | +21.7% | +84.2% | +94.4% |
| YTD | +92.6% | +18.8% | +73.7% | +82.3% |
| 1Y | +81.1% | +86.5% | -5.4% | +51.2% |
| 3Y | +84.8% | +269.4% | -184.6% | +17.3% |
| All | -33.3% | +300.5% | -333.8% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling