-12.3%
TLT vs OKTA
+620.5%
-632.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -1.3% | +13.8% | -15.2% | -1.6% |
| 3M | -3.7% | +48.9% | -52.6% | -4.5% |
| 6M | -6.4% | +114.9% | -121.3% | -7.9% |
| YTD | -4.5% | +97.9% | -102.4% | -5.9% |
| 1Y | -5.9% | +89.7% | -95.5% | -7.3% |
| 3Y | -2.8% | +95.8% | -98.6% | -4.8% |
| 5Y | -35.1% | -32.6% | -2.4% | -36.7% |
| All | -12.3% | +620.5% | -632.8% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling