+158.3%
CAT vs OKTA
+171.9%
-13.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | +8.4% | -1.0% | +6.7% |
| 30D | -19.7% | -13.7% | -6.0% | -18.8% |
| 3M | -29.6% | +18.0% | -47.6% | -30.7% |
| 6M | -33.2% | +133.8% | -167.0% | -39.6% |
| YTD | +5.7% | +111.5% | -105.8% | -3.7% |
| 1Y | +9.3% | +118.3% | -109.0% | -0.9% |
| 3Y | +158.3% | +168.0% | -9.7% | +124.1% |
| All | +158.3% | +171.9% | -13.6% | +124.1% |
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