+114.6%
ROST vs OKTA
-34.5%
+149.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.2% |
| 6M | +9.0% | +105.9% | -96.9% | -3.1% |
| YTD | +28.9% | +92.6% | -63.7% | +15.1% |
| 1Y | +54.0% | +81.1% | -27.1% | +38.6% |
| 3Y | +100.7% | +84.8% | +15.9% | +74.5% |
| All | +114.6% | -34.5% | +149.1% | +125.9% |
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