-10.4%
TSCO vs OKTA
-34.5%
+24.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.2% |
| 7D | -5.7% | -2.4% | -3.3% | -5.4% |
| 30D | -8.8% | +13.0% | -21.8% | -10.4% |
| 3M | +6.3% | +41.7% | -35.4% | +1.5% |
| 6M | -32.3% | +105.9% | -138.2% | -38.9% |
| YTD | -32.7% | +92.6% | -125.3% | -38.9% |
| 1Y | -43.7% | +81.1% | -124.7% | -48.5% |
| 3Y | -19.7% | +84.8% | -104.5% | -28.5% |
| All | -10.4% | -34.5% | +24.0% | -11.7% |
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