-44.8%
TOST vs OKTA
-29.0%
-15.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +3.0% | -6.0% | +8.9% | +5.2% |
| 30D | +10.3% | -23.2% | +33.4% | +20.5% |
| 3M | -3.3% | +18.3% | -21.6% | -15.3% |
| 6M | +37.8% | +112.6% | -74.8% | -11.3% |
| YTD | -2.8% | +106.3% | -109.1% | -37.6% |
| 1Y | -9.6% | +108.0% | -117.6% | -42.2% |
| 3Y | +144.6% | +163.2% | -18.5% | +24.8% |
| 5Y | -31.0% | -30.9% | -0.1% | -17.4% |
| All | -44.8% | -29.0% | -15.8% | -33.2% |
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