+10.7%
CARR vs OKTA
-34.5%
+45.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.8% |
| 7D | -3.8% | -2.4% | -1.4% | -3.4% |
| 30D | -8.9% | +13.0% | -21.9% | -11.1% |
| 3M | -17.3% | +41.7% | -59.0% | -22.3% |
| 6M | -1.4% | +105.9% | -107.3% | -14.2% |
| YTD | +10.0% | +92.6% | -82.6% | -3.7% |
| 1Y | -6.4% | +81.1% | -87.4% | -17.2% |
| 3Y | +1.5% | +84.8% | -83.3% | -13.2% |
| All | +10.7% | -34.5% | +45.1% | +8.0% |
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 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