+200.3%
TMUS vs OKTA
+618.3%
-418.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +2.6% | -2.5% | -0.2% |
| 30D | +5.3% | +16.0% | -10.8% | +3.3% |
| 3M | +3.1% | +38.2% | -35.0% | -0.8% |
| 6M | -16.5% | +137.8% | -154.3% | -24.8% |
| YTD | -9.2% | +97.3% | -106.5% | -16.8% |
| 1Y | -26.5% | +90.1% | -116.6% | -32.5% |
| 3Y | +39.0% | +98.0% | -59.0% | +23.3% |
| 5Y | +40.4% | -36.9% | +77.3% | +40.9% |
| All | +200.3% | +618.3% | -418.0% | +103.3% |
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