+463.3%
TEAM vs OKTA
+605.7%
-142.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.2% | -6.0% |
| 7D | -5.7% | +0.7% | -6.4% | -6.0% |
| 30D | +18.3% | +13.0% | +5.4% | +8.9% |
| 3M | +80.2% | +43.4% | +36.8% | +44.6% |
| 6M | +111.0% | +107.6% | +3.4% | +37.1% |
| YTD | +8.8% | +93.8% | -85.0% | -26.7% |
| 1Y | +2.2% | +80.8% | -78.7% | -28.8% |
| 3Y | -14.6% | +91.8% | -106.4% | -46.7% |
| 5Y | -53.8% | -36.4% | -17.4% | -53.0% |
| All | +463.3% | +605.7% | -142.4% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling