-10.8%
TTWO vs OKTA
+90.9%
-101.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -8.8% | +2.6% | -11.4% | -9.1% |
| 30D | -8.6% | +16.0% | -24.6% | -10.8% |
| 3M | -0.9% | +38.2% | -39.1% | -6.7% |
| 6M | -0.5% | +137.8% | -138.3% | -18.0% |
| YTD | -16.1% | +97.3% | -113.4% | -27.2% |
| 1Y | -10.8% | +90.1% | -100.9% | -22.0% |
| All | -10.8% | +90.9% | -101.7% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling