+415.0%
TPR vs OKTA
+168.2%
+246.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.3% |
| 7D | +12.1% | -6.0% | +18.0% | +12.3% |
| 30D | +16.7% | -23.2% | +39.8% | +18.0% |
| 3M | -17.4% | +18.3% | -35.7% | -18.9% |
| 6M | +2.3% | +112.6% | -110.3% | -8.1% |
| YTD | +7.1% | +106.3% | -99.1% | -3.9% |
| 1Y | +29.5% | +108.0% | -78.5% | +15.9% |
| 3Y | +415.0% | +163.2% | +251.9% | +343.1% |
| All | +415.0% | +168.2% | +246.9% | +343.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling