+78.3%
CSX vs OKTA
+171.9%
-93.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +6.0% | +8.4% | -2.4% | +5.5% |
| 30D | +7.8% | -13.7% | +21.5% | +8.4% |
| 3M | +4.1% | +18.0% | -13.9% | +2.8% |
| 6M | +17.9% | +133.8% | -115.9% | +10.7% |
| YTD | +44.9% | +111.5% | -66.6% | +36.7% |
| 1Y | +51.1% | +118.3% | -67.2% | +42.0% |
| 3Y | +78.3% | +168.0% | -89.7% | +58.2% |
| All | +78.3% | +171.9% | -93.7% | +58.2% |
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