+292.2%
TER vs OKTA
+97.4%
+194.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +2.6% |
| 7D | +12.4% | +5.9% | +6.5% | +11.1% |
| 30D | +5.1% | +14.6% | -9.4% | +1.8% |
| 3M | +4.0% | +44.0% | -40.0% | -4.1% |
| 6M | +29.5% | +116.7% | -87.2% | +6.1% |
| YTD | +98.5% | +99.8% | -1.3% | +64.9% |
| 1Y | +234.1% | +84.1% | +150.0% | +184.9% |
| All | +292.2% | +97.4% | +194.8% | +210.1% |
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