+117.3%
CI vs OKTA
+670.0%
-552.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.2% | +8.4% | -7.2% | +0.8% |
| 30D | +2.6% | -13.7% | +16.3% | +3.1% |
| 3M | +7.4% | +18.0% | -10.6% | +6.1% |
| 6M | -0.1% | +133.8% | -134.0% | -5.2% |
| YTD | +9.7% | +111.5% | -101.7% | +4.4% |
| 1Y | +12.1% | +118.3% | -106.2% | +6.4% |
| 3Y | +7.0% | +168.0% | -161.0% | -1.1% |
| 5Y | +49.7% | -30.1% | +79.8% | +51.1% |
| All | +117.3% | +670.0% | -552.7% | +74.7% |
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