-44.5%
TOST vs OKTA
-32.8%
-11.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +9.4% | -19.0% | +28.4% | +18.1% |
| 30D | +13.5% | -22.6% | +36.1% | +23.6% |
| 3M | -0.1% | +17.5% | -17.7% | -12.5% |
| 6M | +22.5% | +117.8% | -95.4% | -22.7% |
| YTD | -2.4% | +95.1% | -97.5% | -35.8% |
| 1Y | -4.7% | +96.4% | -101.1% | -37.6% |
| 3Y | +103.2% | +149.0% | -45.7% | +6.3% |
| 5Y | -41.2% | -33.8% | -7.4% | -27.4% |
| All | -44.5% | -32.8% | -11.7% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling