+92.1%
CAT vs OKTA
+82.1%
+10.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -4.5% | +13.8% | -18.4% | -4.2% |
| 3M | -5.8% | +48.9% | -54.7% | -4.8% |
| 6M | +12.7% | +114.9% | -102.2% | +15.3% |
| YTD | +41.4% | +97.9% | -56.5% | +46.6% |
| 1Y | +92.1% | +89.7% | +2.4% | +102.7% |
| All | +92.1% | +82.1% | +10.0% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling