+627.8%
OKTA vs TXT
+68.6%
+559.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +13.8% | -10.2% | +24.0% | +17.4% |
| 3M | +48.9% | -13.3% | +62.2% | +54.8% |
| 6M | +114.9% | -14.4% | +129.3% | +123.0% |
| YTD | +97.9% | -9.1% | +107.0% | +100.4% |
| 1Y | +89.7% | -2.2% | +91.8% | +87.5% |
| 3Y | +95.8% | +5.1% | +90.8% | +87.7% |
| 5Y | -32.6% | +12.8% | -45.4% | -36.5% |
| All | +627.8% | +68.6% | +559.2% | +591.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling