+40.9%
TTWO vs OKTA
-34.5%
+75.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | -11.3% | +13.0% | -24.4% | -13.9% |
| 3M | +1.6% | +41.7% | -40.1% | -5.7% |
| 6M | +2.1% | +105.9% | -103.9% | -12.8% |
| YTD | -15.8% | +92.6% | -108.4% | -27.4% |
| 1Y | -12.6% | +81.1% | -93.7% | -23.9% |
| 3Y | +48.2% | +84.8% | -36.6% | +23.9% |
| All | +40.9% | -34.5% | +75.3% | +43.5% |
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