+67.8%
CSX vs OKTA
-36.5%
+104.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.4% | +2.6% | -6.0% | -3.6% |
| 30D | -3.1% | +16.0% | -19.1% | -4.5% |
| 3M | +7.2% | +38.2% | -31.0% | +4.0% |
| 6M | +16.2% | +137.8% | -121.6% | +6.5% |
| YTD | +37.5% | +97.3% | -59.7% | +28.1% |
| 1Y | +53.2% | +90.1% | -36.9% | +43.1% |
| 3Y | +68.2% | +98.0% | -29.8% | +53.6% |
| All | +67.8% | -36.5% | +104.3% | +59.5% |
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