+627.8%
OKTA vs TKO
+857.8%
-230.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +13.8% | -2.6% | +16.4% | +14.3% |
| 3M | +48.9% | -7.8% | +56.7% | +51.9% |
| 6M | +114.9% | -7.0% | +122.0% | +118.5% |
| YTD | +97.9% | -8.5% | +106.4% | +101.3% |
| 1Y | +89.7% | -1.3% | +91.0% | +87.6% |
| 3Y | +95.8% | +105.0% | -9.1% | +47.1% |
| 5Y | -32.6% | +292.9% | -325.5% | -61.9% |
| All | +627.8% | +857.8% | -230.0% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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