+1,725.3%
TSLA vs OKTA
+605.7%
+1,119.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +4.6% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | +12.0% | +13.0% | -0.9% | +6.1% |
| 3M | -10.0% | +43.4% | -53.4% | -21.7% |
| 6M | -7.2% | +107.6% | -114.8% | -32.1% |
| YTD | -18.1% | +93.8% | -112.0% | -39.2% |
| 1Y | +6.3% | +80.8% | -74.6% | -19.2% |
| 3Y | +48.2% | +91.8% | -43.6% | +5.0% |
| 5Y | +46.5% | -36.4% | +82.9% | +41.1% |
| All | +1,725.3% | +605.7% | +1,119.7% | +831.5% |
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