+103.2%
TOST vs OKTA
+141.0%
-37.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | +9.4% | -19.0% | +28.4% | +14.6% |
| 30D | +13.5% | -22.6% | +36.1% | +19.6% |
| 3M | -0.1% | +17.5% | -17.7% | -7.8% |
| 6M | +22.5% | +117.8% | -95.4% | -9.8% |
| YTD | -2.4% | +95.1% | -97.5% | -25.8% |
| 1Y | -4.7% | +96.4% | -101.1% | -27.8% |
| 3Y | +103.2% | +149.0% | -45.7% | +29.6% |
| All | +103.2% | +141.0% | -37.8% | +29.6% |
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 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