+47.6%
TSLA vs OKTA
-34.5%
+82.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | +3.2% | -2.4% | +5.6% | +3.9% |
| 30D | +11.6% | +13.0% | -1.5% | +6.4% |
| 3M | -8.4% | +41.7% | -50.1% | -18.9% |
| 6M | -10.4% | +105.9% | -116.3% | -32.2% |
| YTD | -18.7% | +92.6% | -111.3% | -37.7% |
| 1Y | -0.9% | +81.1% | -82.0% | -22.6% |
| 3Y | +33.6% | +84.8% | -51.3% | -0.5% |
| All | +47.6% | -34.5% | +82.0% | +36.7% |
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