+90.1%
OKTA vs TXT
-1.0%
+91.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.6% | -4.8% | +7.4% | +2.4% |
| 30D | +16.0% | -10.6% | +26.6% | +15.7% |
| 3M | +38.2% | -13.2% | +51.3% | +37.8% |
| 6M | +137.8% | -20.3% | +158.1% | +139.0% |
| YTD | +97.3% | -9.3% | +106.5% | +89.2% |
| 1Y | +90.1% | -2.7% | +92.8% | +77.0% |
| All | +90.1% | -1.0% | +91.1% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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