+629.8%
TDG vs OKTA
+601.1%
+28.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | -1.9% | -2.4% | +0.5% | -1.5% |
| 30D | -7.7% | +13.0% | -20.7% | -10.0% |
| 3M | -9.3% | +41.7% | -51.0% | -15.0% |
| 6M | -9.4% | +105.9% | -115.3% | -21.4% |
| YTD | -14.3% | +92.6% | -106.8% | -25.1% |
| 1Y | -11.8% | +81.1% | -92.9% | -22.3% |
| 3Y | +52.0% | +84.8% | -32.9% | +28.8% |
| 5Y | +128.8% | -34.4% | +163.3% | +122.2% |
| All | +629.8% | +601.1% | +28.8% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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