+1.5%
CARR vs OKTA
+90.2%
-88.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | -3.8% | -2.4% | -1.4% | -3.5% |
| 30D | -8.9% | +13.0% | -21.9% | -10.5% |
| 3M | -17.3% | +41.7% | -59.0% | -21.1% |
| 6M | -1.4% | +105.9% | -107.3% | -11.3% |
| YTD | +10.0% | +92.6% | -82.6% | -0.5% |
| 1Y | -6.4% | +81.1% | -87.4% | -14.3% |
| 3Y | +1.5% | +84.8% | -83.3% | -7.9% |
| All | +1.5% | +90.2% | -88.7% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling