-55.9%
CHTR vs OKTA
+601.1%
-657.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | -3.0% | +13.0% | -16.0% | -5.4% |
| 3M | +4.8% | +41.7% | -36.9% | -1.6% |
| 6M | -35.0% | +105.9% | -141.0% | -43.2% |
| YTD | -30.2% | +92.6% | -122.7% | -38.6% |
| 1Y | -44.8% | +81.1% | -125.8% | -51.0% |
| 3Y | -66.6% | +84.8% | -151.4% | -71.3% |
| 5Y | -81.5% | -34.4% | -47.0% | -82.3% |
| All | -55.9% | +601.1% | -657.0% | -69.1% |
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