+181.1%
TMUS vs OKTA
+670.0%
-488.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +4.9% | +8.4% | -3.5% | +4.2% |
| 30D | +7.7% | -13.7% | +21.4% | +8.6% |
| 3M | -6.8% | +18.0% | -24.8% | -9.4% |
| 6M | -9.7% | +133.8% | -143.5% | -18.8% |
| YTD | -15.0% | +111.5% | -126.4% | -23.3% |
| 1Y | -19.1% | +118.3% | -137.4% | -27.3% |
| 3Y | +21.4% | +168.0% | -146.6% | +3.2% |
| 5Y | +51.2% | -30.1% | +81.2% | +48.9% |
| All | +181.1% | +670.0% | -488.8% | +87.5% |
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 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