+288.0%
TGT vs OKTA
+620.5%
-332.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -5.0% | +0.4% | -5.5% | -5.1% |
| 30D | +3.0% | +13.8% | -10.8% | +0.8% |
| 3M | +22.6% | +48.9% | -26.3% | +15.3% |
| 6M | +31.2% | +114.9% | -83.7% | +15.4% |
| YTD | +63.7% | +97.9% | -34.2% | +45.1% |
| 1Y | +78.5% | +89.7% | -11.2% | +59.0% |
| 3Y | +40.5% | +95.8% | -55.3% | +21.1% |
| 5Y | -25.6% | -32.6% | +7.0% | -30.6% |
| All | +288.0% | +620.5% | -332.4% | +202.2% |
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