+41.9%
TMUS vs OKTA
-34.4%
+76.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.5% |
| 7D | -5.3% | +5.9% | -11.2% | -5.6% |
| 30D | +0.1% | +14.6% | -14.5% | -0.8% |
| 3M | -0.6% | +44.0% | -44.6% | -2.8% |
| 6M | -17.5% | +116.7% | -134.3% | -21.6% |
| YTD | -11.3% | +99.8% | -111.0% | -15.4% |
| 1Y | -25.4% | +84.1% | -109.5% | -28.5% |
| 3Y | +35.5% | +97.7% | -62.2% | +26.8% |
| 5Y | +41.9% | -35.2% | +77.1% | +45.6% |
| All | +41.9% | -34.4% | +76.3% | +45.6% |
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