+119.7%
OKTA vs THC
+46.1%
+73.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.6% | -8.9% | +1.8% |
| 7D | -14.2% | +8.8% | -23.0% | -13.4% |
| 30D | -12.5% | +12.6% | -25.1% | -11.2% |
| 3M | +29.2% | +15.4% | +13.9% | +31.4% |
| 6M | +147.3% | +57.7% | +89.7% | +159.0% |
| YTD | +120.9% | +47.1% | +73.9% | +129.1% |
| 1Y | +119.7% | +40.7% | +79.0% | +127.9% |
| All | +119.7% | +46.1% | +73.5% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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