+263.0%
CSX vs OKTA
+647.7%
-384.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.5% | +2.2% |
| 7D | -2.2% | -3.9% | +1.7% | -1.9% |
| 30D | +6.8% | -23.5% | +30.3% | +9.4% |
| 3M | +0.7% | +19.7% | -19.0% | -2.1% |
| 6M | +13.3% | +111.6% | -98.4% | +2.6% |
| YTD | +40.5% | +105.4% | -64.8% | +26.8% |
| 1Y | +44.7% | +108.4% | -63.7% | +30.2% |
| 3Y | +74.5% | +167.8% | -93.3% | +49.1% |
| 5Y | +52.0% | -33.8% | +85.8% | +47.5% |
| All | +263.0% | +647.7% | -384.7% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling