+931.7%
CAT vs OKTA
+620.5%
+311.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -4.5% | +13.8% | -18.4% | -6.0% |
| 3M | -5.8% | +48.9% | -54.7% | -9.8% |
| 6M | +12.7% | +114.9% | -102.2% | +3.0% |
| YTD | +41.4% | +97.9% | -56.5% | +29.9% |
| 1Y | +92.1% | +89.7% | +2.4% | +77.2% |
| 3Y | +197.5% | +95.8% | +101.6% | +169.6% |
| 5Y | +327.9% | -32.6% | +360.6% | +312.7% |
| All | +931.7% | +620.5% | +311.3% | +559.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling