+91.8%
OKTA vs THC
+253.4%
-161.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | +13.0% | -1.2% | +14.2% | +13.0% |
| 3M | +43.4% | +58.9% | -15.5% | +31.5% |
| 6M | +107.6% | +9.3% | +98.3% | +104.5% |
| YTD | +93.8% | +30.4% | +63.5% | +82.1% |
| 1Y | +80.8% | +34.6% | +46.2% | +67.1% |
| 3Y | +91.8% | +246.7% | -154.9% | +20.0% |
| All | +91.8% | +253.4% | -161.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling