+612.9%
OKTA vs TXT
+69.4%
+543.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +13.0% | -11.1% | +24.1% | +16.8% |
| 3M | +43.4% | -13.0% | +56.4% | +49.0% |
| 6M | +107.6% | -16.2% | +123.8% | +116.9% |
| YTD | +93.8% | -8.7% | +102.5% | +96.1% |
| 1Y | +80.8% | -3.8% | +84.6% | +79.7% |
| 3Y | +91.8% | +5.5% | +86.3% | +83.6% |
| 5Y | -36.4% | +12.3% | -48.7% | -40.1% |
| All | +612.9% | +69.4% | +543.5% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling