+55.6%
TOST vs OKTA
+97.2%
-41.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.4% | +2.6% | -6.0% | -4.2% |
| 30D | -2.4% | +16.0% | -18.5% | -7.9% |
| 3M | +34.6% | +38.2% | -3.5% | +19.2% |
| 6M | +15.2% | +137.8% | -122.6% | -17.6% |
| YTD | -4.4% | +97.3% | -101.7% | -26.7% |
| 1Y | -17.4% | +90.1% | -107.5% | -36.0% |
| All | +55.6% | +97.2% | -41.6% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling