+672.9%
CAT vs OKTA
+667.4%
+5.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.7% |
| 7D | +1.7% | -4.6% | +6.3% | +2.2% |
| 30D | -24.6% | -19.7% | -4.8% | -23.1% |
| 3M | -28.5% | +21.2% | -49.7% | -30.2% |
| 6M | -34.8% | +123.1% | -157.9% | -40.5% |
| YTD | +5.9% | +110.8% | -104.9% | -3.5% |
| 1Y | +6.8% | +113.0% | -106.1% | -2.7% |
| 3Y | +161.1% | +168.9% | -7.8% | +129.5% |
| 5Y | +213.4% | -28.7% | +242.1% | +200.3% |
| All | +672.9% | +667.4% | +5.5% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling