+0.7%
TPR vs OKTA
+119.7%
-119.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.4% |
| 7D | +6.4% | -4.6% | +11.0% | +5.9% |
| 30D | +13.8% | -19.7% | +33.5% | +11.7% |
| 3M | -16.6% | +21.2% | -37.9% | -13.8% |
| 6M | +0.7% | +123.1% | -122.4% | +5.3% |
| All | +0.7% | +119.7% | -119.0% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling