+336.3%
CAT vs OKTA
-36.4%
+372.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | +5.6% | +0.7% | +4.9% | +5.5% |
| 30D | -2.3% | +13.0% | -15.3% | -3.6% |
| 3M | -10.0% | +43.4% | -53.4% | -13.1% |
| 6M | +21.2% | +107.6% | -86.4% | +12.0% |
| YTD | +44.4% | +93.8% | -49.4% | +34.1% |
| 1Y | +96.3% | +80.8% | +15.5% | +83.4% |
| 3Y | +203.9% | +91.8% | +112.1% | +178.8% |
| All | +336.3% | -36.4% | +372.7% | +296.9% |
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 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