+5.6%
CDE vs OKTA
+114.8%
-109.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.7% |
| 7D | +1.1% | -14.2% | +15.3% | +2.6% |
| 30D | -14.5% | -12.5% | -2.0% | -13.4% |
| 3M | -10.1% | +29.2% | -39.3% | -12.7% |
| 6M | -16.9% | +147.3% | -164.2% | -22.5% |
| YTD | -18.1% | +120.9% | -139.1% | -19.3% |
| 1Y | +5.6% | +119.7% | -114.1% | +4.9% |
| All | +5.6% | +114.8% | -109.1% | +4.9% |
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 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