-33.3%
OKTA vs TW
+19.5%
-52.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | -2.4% | -4.5% | +2.1% | 0.0% |
| 30D | +13.0% | -2.3% | +15.3% | +14.3% |
| 3M | +41.7% | +2.6% | +39.1% | +37.8% |
| 6M | +105.9% | -17.5% | +123.5% | +126.0% |
| YTD | +92.6% | -5.3% | +97.9% | +93.0% |
| 1Y | +81.1% | -14.8% | +95.8% | +92.8% |
| 3Y | +84.8% | +18.8% | +66.0% | +39.2% |
| All | -33.3% | +19.5% | -52.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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