+1,711.9%
TSLA vs OKTA
+601.1%
+1,110.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.4% |
| 7D | +3.2% | -2.4% | +5.6% | +4.0% |
| 30D | +11.6% | +13.0% | -1.5% | +5.6% |
| 3M | -8.4% | +41.7% | -50.1% | -20.1% |
| 6M | -10.4% | +105.9% | -116.3% | -34.2% |
| YTD | -18.7% | +92.6% | -111.3% | -39.5% |
| 1Y | -0.9% | +81.1% | -82.0% | -24.8% |
| 3Y | +33.6% | +84.8% | -51.3% | -4.1% |
| 5Y | +48.9% | -34.4% | +83.3% | +41.6% |
| All | +1,711.9% | +601.1% | +1,110.8% | +826.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling