+330.2%
TPR vs OKTA
+668.6%
-338.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.1% | +6.6% | -7.8% | -2.1% |
| 30D | +15.1% | -19.4% | +34.5% | +18.0% |
| 3M | -13.4% | +23.9% | -37.3% | -18.1% |
| 6M | +1.4% | +130.9% | -129.5% | -15.4% |
| YTD | +4.8% | +111.1% | -106.3% | -12.3% |
| 1Y | +29.2% | +115.5% | -86.3% | +7.7% |
| 3Y | +403.7% | +169.4% | +234.3% | +292.0% |
| 5Y | +230.8% | -30.2% | +261.0% | +202.2% |
| All | +330.2% | +668.6% | -338.4% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling