+292.2%
ROST vs OKTA
+620.5%
-328.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | -10.3% | +13.8% | -24.1% | -12.1% |
| 3M | -2.6% | +48.9% | -51.5% | -8.0% |
| 6M | +6.5% | +114.9% | -108.4% | -5.2% |
| YTD | +25.9% | +97.9% | -72.0% | +12.8% |
| 1Y | +52.3% | +89.7% | -37.3% | +37.0% |
| 3Y | +94.6% | +95.8% | -1.3% | +69.5% |
| 5Y | +111.1% | -32.6% | +143.7% | +102.0% |
| All | +292.2% | +620.5% | -328.3% | +176.7% |
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