+275.8%
TPR vs OKTA
+620.5%
-344.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -27.6% | +13.8% | -41.4% | -29.8% |
| 3M | -17.5% | +48.9% | -66.4% | -23.9% |
| 6M | -21.3% | +114.9% | -136.3% | -33.4% |
| YTD | -8.5% | +97.9% | -106.3% | -21.7% |
| 1Y | +11.5% | +89.7% | -78.2% | -4.0% |
| 3Y | +288.0% | +95.8% | +192.2% | +222.3% |
| 5Y | +225.2% | -32.6% | +257.8% | +201.5% |
| All | +275.8% | +620.5% | -344.7% | +145.0% |
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 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