+228.2%
TER vs OKTA
-34.4%
+262.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +2.4% |
| 7D | +12.4% | +5.9% | +6.5% | +10.8% |
| 30D | +5.1% | +14.6% | -9.4% | +0.8% |
| 3M | +4.0% | +44.0% | -40.0% | -6.0% |
| 6M | +29.5% | +116.7% | -87.2% | +2.0% |
| YTD | +98.5% | +99.8% | -1.3% | +58.5% |
| 1Y | +234.1% | +84.1% | +150.0% | +173.2% |
| 3Y | +289.0% | +97.7% | +191.3% | +200.1% |
| 5Y | +228.2% | -35.2% | +263.3% | +233.5% |
| All | +228.2% | -34.4% | +262.6% | +233.5% |
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