+242.0%
TEL vs OKTA
+601.1%
-359.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.0% |
| 7D | +1.6% | -2.4% | +4.0% | +1.9% |
| 30D | -0.7% | +13.0% | -13.7% | -3.3% |
| 3M | +2.4% | +41.7% | -39.3% | -4.0% |
| 6M | +4.1% | +105.9% | -101.8% | -9.7% |
| YTD | -5.8% | +92.6% | -98.4% | -17.8% |
| 1Y | +0.9% | +81.1% | -80.2% | -11.1% |
| 3Y | +72.6% | +84.8% | -12.2% | +47.2% |
| 5Y | +57.5% | -34.4% | +92.0% | +49.3% |
| All | +242.0% | +601.1% | -359.1% | +114.6% |
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