-46.7%
TOST vs OKTA
-33.3%
-13.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | -3.5% | +13.0% | -16.4% | -11.2% |
| 3M | +38.1% | +43.4% | -5.3% | +12.8% |
| 6M | +9.9% | +107.6% | -97.7% | -27.6% |
| YTD | -6.3% | +93.8% | -100.1% | -36.3% |
| 1Y | -18.3% | +80.8% | -99.1% | -42.7% |
| 3Y | +59.7% | +91.8% | -32.1% | -1.3% |
| All | -46.7% | -33.3% | -13.5% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling