+252.3%
CSX vs OKTA
+605.7%
-353.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.7% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -2.3% | +13.0% | -15.3% | -3.9% |
| 3M | +4.3% | +43.4% | -39.1% | -0.2% |
| 6M | +23.4% | +107.6% | -84.3% | +12.1% |
| YTD | +36.4% | +93.8% | -57.4% | +24.4% |
| 1Y | +53.0% | +80.8% | -27.8% | +40.6% |
| 3Y | +70.6% | +91.8% | -21.2% | +52.0% |
| 5Y | +65.5% | -36.4% | +101.8% | +61.7% |
| All | +252.3% | +605.7% | -353.4% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling