+32.4%
TXN vs OKTA
+114.6%
-82.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.1% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | -8.0% | +13.8% | -21.8% | -7.8% |
| 3M | -7.8% | +48.9% | -56.6% | -4.5% |
| 6M | +32.4% | +114.9% | -82.5% | +46.4% |
| All | +32.4% | +114.6% | -82.1% | +46.4% |
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