+278.4%
CAH vs OKTA
+627.3%
-349.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -2.2% | +5.9% | -8.1% | -2.4% |
| 30D | +1.2% | +14.6% | -13.4% | +0.5% |
| 3M | +13.1% | +44.0% | -30.9% | +11.2% |
| 6M | +8.5% | +116.7% | -108.2% | +4.4% |
| YTD | +17.6% | +99.8% | -82.1% | +13.5% |
| 1Y | +60.7% | +84.1% | -23.4% | +55.6% |
| 3Y | +183.2% | +97.7% | +85.5% | +170.5% |
| 5Y | +402.2% | -35.2% | +437.4% | +411.2% |
| All | +278.4% | +627.3% | -349.0% | +189.0% |
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