-52.3%
TEAM vs OKTA
-34.5%
-17.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.6% |
| 7D | -5.2% | -2.4% | -2.8% | -3.9% |
| 30D | +15.8% | +13.0% | +2.7% | +5.8% |
| 3M | +101.5% | +41.7% | +59.8% | +59.9% |
| 6M | +138.2% | +105.9% | +32.2% | +49.5% |
| YTD | +10.8% | +92.6% | -81.7% | -27.8% |
| 1Y | +1.7% | +81.1% | -79.4% | -31.7% |
| 3Y | -16.0% | +84.8% | -100.9% | -49.2% |
| All | -52.3% | -34.5% | -17.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling