-24.5%
TE vs OKTA
+95.5%
-120.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -16.3% | +13.8% | -30.1% | -20.5% |
| 3M | -40.8% | +48.9% | -89.6% | -48.3% |
| 6M | -42.6% | +114.9% | -157.5% | -57.0% |
| YTD | -31.4% | +97.9% | -129.3% | -47.7% |
| 1Y | +144.9% | +89.7% | +55.2% | +89.8% |
| All | -24.5% | +95.5% | -120.1% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling