+42.7%
CI vs OKTA
-34.4%
+77.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.8% |
| 7D | -1.1% | +5.9% | -7.0% | -1.1% |
| 30D | +0.5% | +14.6% | -14.1% | +0.4% |
| 3M | -5.2% | +44.0% | -49.2% | -5.6% |
| 6M | +4.3% | +116.7% | -112.4% | +3.0% |
| YTD | +2.8% | +99.8% | -97.0% | +1.6% |
| 1Y | -5.8% | +84.1% | -89.9% | -6.8% |
| 3Y | +4.7% | +97.7% | -92.9% | +2.9% |
| 5Y | +42.7% | -35.2% | +77.9% | +51.9% |
| All | +42.7% | -34.4% | +77.1% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling