+828.1%
CDNS vs OKTA
+601.1%
+227.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.2% | +2.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | -10.4% | +13.0% | -23.5% | -14.8% |
| 3M | -24.6% | +41.7% | -66.3% | -33.6% |
| 6M | -1.6% | +105.9% | -107.6% | -24.7% |
| YTD | -7.4% | +92.6% | -100.0% | -28.0% |
| 1Y | -18.4% | +81.1% | -99.5% | -35.3% |
| 3Y | +19.0% | +84.8% | -65.9% | -10.0% |
| 5Y | +73.4% | -34.4% | +107.9% | +67.0% |
| All | +828.1% | +601.1% | +227.0% | +421.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling