+4.6%
TSLA vs OKTA
+90.9%
-86.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | +1.5% | +2.6% | -1.1% | +1.2% |
| 30D | +10.1% | +16.0% | -5.9% | +7.9% |
| 3M | -15.4% | +38.2% | -53.5% | -18.6% |
| 6M | -12.8% | +137.8% | -150.6% | -24.3% |
| YTD | -21.3% | +97.3% | -118.6% | -28.0% |
| 1Y | +4.6% | +90.1% | -85.5% | -0.3% |
| All | +4.6% | +90.9% | -86.3% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling