+329.4%
TPR vs OKTA
+670.0%
-340.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -0.3% | +8.4% | -8.7% | -1.4% |
| 30D | +15.1% | -13.7% | +28.8% | +16.8% |
| 3M | +3.5% | +18.0% | -14.5% | -1.1% |
| 6M | +0.4% | +133.8% | -133.4% | -16.4% |
| YTD | +4.6% | +111.5% | -106.9% | -12.4% |
| 1Y | +33.1% | +118.3% | -85.2% | +10.7% |
| 3Y | +396.0% | +168.0% | +228.0% | +286.4% |
| 5Y | +230.3% | -30.1% | +260.3% | +201.6% |
| All | +329.4% | +670.0% | -340.5% | +174.1% |
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