+718.2%
TER vs OKTA
+670.0%
+48.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +14.4% | +8.4% | +6.0% | +12.1% |
| 30D | -30.6% | -13.7% | -16.9% | -27.6% |
| 3M | -39.2% | +18.0% | -57.2% | -42.6% |
| 6M | -31.3% | +133.8% | -165.1% | -47.6% |
| YTD | +29.1% | +111.5% | -82.4% | -1.0% |
| 1Y | +47.4% | +118.3% | -70.9% | +12.0% |
| 3Y | +191.2% | +168.0% | +23.2% | +101.4% |
| 5Y | +74.0% | -30.1% | +104.1% | +63.1% |
| All | +718.2% | +670.0% | +48.2% | +281.0% |
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