+74.5%
CSX vs OKTA
+163.1%
-88.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.5% | +2.5% |
| 7D | -2.2% | -3.9% | +1.7% | -2.0% |
| 30D | +6.8% | -23.5% | +30.3% | +8.0% |
| 3M | +0.7% | +19.7% | -19.0% | -0.7% |
| 6M | +13.3% | +111.6% | -98.4% | +7.1% |
| YTD | +40.5% | +105.4% | -64.8% | +32.7% |
| 1Y | +44.7% | +108.4% | -63.7% | +36.4% |
| 3Y | +74.5% | +167.8% | -93.3% | +53.4% |
| All | +74.5% | +163.1% | -88.6% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling