-17.0%
TEAM vs OKTA
+97.4%
-114.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.8% |
| 7D | -4.7% | +5.9% | -10.5% | -7.3% |
| 30D | +17.0% | +14.6% | +2.5% | +7.8% |
| 3M | +85.9% | +44.0% | +41.9% | +51.3% |
| 6M | +116.7% | +116.7% | -0.1% | +41.5% |
| YTD | +9.6% | +99.8% | -90.1% | -25.8% |
| 1Y | -2.5% | +84.1% | -86.6% | -31.8% |
| All | -17.0% | +97.4% | -114.3% | -43.4% |
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 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