+105.4%
CI vs OKTA
+601.1%
-495.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | -0.1% | -2.4% | +2.3% | 0.0% |
| 30D | +1.8% | +13.0% | -11.3% | +1.0% |
| 3M | -4.2% | +41.7% | -45.9% | -6.1% |
| 6M | +8.8% | +105.9% | -97.1% | +4.0% |
| YTD | +3.7% | +92.6% | -88.8% | -0.6% |
| 1Y | -6.1% | +81.1% | -87.2% | -9.9% |
| 3Y | +4.5% | +84.8% | -80.4% | -1.2% |
| 5Y | +50.5% | -34.4% | +85.0% | +52.4% |
| All | +105.4% | +601.1% | -495.6% | +66.3% |
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