-34.3%
TLT vs OKTA
-34.9%
+0.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.7% |
| 7D | -0.3% | +5.9% | -6.1% | -0.4% |
| 30D | 0.0% | +14.6% | -14.6% | -0.5% |
| 3M | -2.9% | +44.0% | -46.9% | -4.0% |
| 6M | -6.3% | +116.7% | -123.0% | -8.7% |
| YTD | -3.3% | +99.8% | -103.1% | -5.7% |
| 1Y | -4.2% | +84.1% | -88.3% | -6.4% |
| 3Y | -1.7% | +97.7% | -99.4% | -5.0% |
| All | -34.3% | -34.9% | +0.6% | -37.4% |
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 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