-17.2%
TTWO vs OKTA
+114.8%
-132.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.0% |
| 7D | +7.0% | -14.2% | +21.2% | +8.8% |
| 30D | +2.7% | -12.5% | +15.2% | +4.0% |
| 3M | -13.0% | +29.2% | -42.3% | -16.6% |
| 6M | -7.2% | +147.3% | -154.6% | -22.9% |
| YTD | -18.4% | +120.9% | -139.4% | -30.1% |
| 1Y | -17.2% | +119.7% | -136.9% | -29.1% |
| All | -17.2% | +114.8% | -132.0% | -29.1% |
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 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