-44.5%
TOST vs OKTA
-27.2%
-17.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | 0.0% | +8.4% | -8.4% | -3.3% |
| 30D | +16.2% | -13.7% | +29.9% | +21.0% |
| 3M | -1.5% | +18.0% | -19.6% | -13.6% |
| 6M | +55.3% | +133.8% | -78.5% | -4.4% |
| YTD | -2.3% | +111.5% | -113.8% | -37.9% |
| 1Y | -5.5% | +118.3% | -123.9% | -40.9% |
| 3Y | +151.1% | +168.0% | -16.9% | +27.3% |
| 5Y | -27.9% | -30.1% | +2.1% | -13.5% |
| All | -44.5% | -27.2% | -17.3% | -33.6% |
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 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