+239.1%
TPR vs OKTA
-36.4%
+275.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -2.0% | -3.5% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -27.3% | +13.0% | -40.3% | -29.5% |
| 3M | -16.2% | +43.4% | -59.7% | -22.7% |
| 6M | -17.9% | +107.6% | -125.5% | -31.3% |
| YTD | -7.1% | +93.8% | -100.9% | -21.6% |
| 1Y | +13.6% | +80.8% | -67.2% | -2.7% |
| 3Y | +293.7% | +91.8% | +201.9% | +220.5% |
| 5Y | +239.1% | -36.4% | +275.5% | +220.6% |
| All | +239.1% | -36.4% | +275.5% | +220.6% |
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