+943.2%
CAT vs OKTA
+618.3%
+324.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | -6.6% | +16.0% | -22.6% | -8.2% |
| 3M | -13.3% | +38.2% | -51.5% | -16.3% |
| 6M | +11.6% | +137.8% | -126.2% | +0.7% |
| YTD | +42.9% | +97.3% | -54.3% | +31.4% |
| 1Y | +95.4% | +90.1% | +5.3% | +80.3% |
| 3Y | +196.6% | +98.0% | +98.6% | +168.5% |
| 5Y | +321.7% | -36.9% | +358.6% | +309.5% |
| All | +943.2% | +618.3% | +324.9% | +567.2% |
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