+145.2%
TE vs OKTA
+83.4%
+61.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.3% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -5.9% | +13.0% | -19.0% | -9.6% |
| 3M | -45.6% | +41.7% | -87.3% | -49.9% |
| 6M | -43.4% | +105.9% | -149.3% | -52.3% |
| YTD | -31.0% | +92.6% | -123.5% | -41.1% |
| 1Y | +145.2% | +81.1% | +64.2% | +117.4% |
| All | +145.2% | +83.4% | +61.8% | +117.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling