-31.4%
TE vs OKTA
+116.0%
-147.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.0% | -3.7% |
| 7D | +15.0% | +5.9% | +9.1% | +13.2% |
| 30D | -7.5% | +14.6% | -22.1% | -11.7% |
| 3M | -42.0% | +44.0% | -86.0% | -46.8% |
| 6M | -31.4% | +116.7% | -148.1% | -44.2% |
| All | -31.4% | +116.0% | -147.4% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling