-10.7%
TLT vs OKTA
+618.3%
-629.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +2.6% | -3.1% | -0.5% |
| 30D | -0.6% | +16.0% | -16.6% | -0.9% |
| 3M | -2.7% | +38.2% | -40.9% | -3.4% |
| 6M | -5.6% | +137.8% | -143.4% | -7.4% |
| YTD | -2.8% | +97.3% | -100.1% | -4.3% |
| 1Y | -1.4% | +90.1% | -91.5% | -2.9% |
| 3Y | -1.6% | +98.0% | -99.6% | -3.6% |
| 5Y | -33.8% | -36.9% | +3.1% | -35.5% |
| All | -10.7% | +618.3% | -629.1% | -7.8% |
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