+301.3%
ROST vs OKTA
+601.1%
-299.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | -6.9% | +13.0% | -19.9% | -8.7% |
| 3M | -3.3% | +41.7% | -45.0% | -8.1% |
| 6M | +9.0% | +105.9% | -96.9% | -2.5% |
| YTD | +28.9% | +92.6% | -63.7% | +15.7% |
| 1Y | +54.0% | +81.1% | -27.1% | +39.3% |
| 3Y | +100.7% | +84.8% | +15.9% | +76.2% |
| 5Y | +116.0% | -34.4% | +150.5% | +107.3% |
| All | +301.3% | +601.1% | -299.7% | +184.0% |
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