-53.1%
TE vs OKTA
+29.6%
-82.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.8% |
| 30D | -5.9% | +13.0% | -19.0% | -10.0% |
| 3M | -45.6% | +41.7% | -87.3% | -51.2% |
| 6M | -43.4% | +105.9% | -149.3% | -55.4% |
| YTD | -31.0% | +92.6% | -123.5% | -45.1% |
| 1Y | +145.2% | +81.1% | +64.2% | +98.7% |
| 3Y | -24.1% | +84.8% | -108.9% | -41.0% |
| 5Y | -48.1% | -34.4% | -13.7% | -52.9% |
| All | -53.1% | +29.6% | -82.6% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling