+102.3%
OKTA vs TW
+211.2%
-109.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.2% |
| 30D | +14.6% | -0.6% | +15.2% | +14.9% |
| 3M | +44.0% | +3.4% | +40.6% | +39.6% |
| 6M | +116.7% | -18.4% | +135.2% | +137.4% |
| YTD | +99.8% | -3.9% | +103.7% | +98.9% |
| 1Y | +84.1% | -13.3% | +97.4% | +93.1% |
| 3Y | +97.7% | +20.8% | +76.9% | +62.0% |
| 5Y | -35.2% | +20.3% | -55.5% | -47.6% |
| All | +102.3% | +211.2% | -109.0% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling