-40.6%
TOST vs OKTA
-33.8%
-6.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +9.4% | -19.0% | +28.4% | +18.0% |
| 30D | +13.5% | -22.6% | +36.1% | +23.5% |
| 3M | -0.1% | +17.5% | -17.7% | -12.4% |
| 6M | +22.5% | +117.8% | -95.4% | -22.4% |
| YTD | -2.4% | +95.1% | -97.5% | -35.7% |
| 1Y | -4.7% | +96.4% | -101.1% | -37.5% |
| 3Y | +103.2% | +149.0% | -45.7% | +6.7% |
| All | -40.6% | -33.8% | -6.8% | -25.7% |
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