+105.6%
CI vs OKTA
+618.3%
-512.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | +2.6% | -1.3% | +1.2% |
| 30D | +4.4% | +16.0% | -11.6% | +3.5% |
| 3M | +0.7% | +38.2% | -37.5% | -1.2% |
| 6M | +0.3% | +137.8% | -137.5% | -4.9% |
| YTD | +3.8% | +97.3% | -93.5% | -0.7% |
| 1Y | -5.5% | +90.1% | -95.6% | -9.5% |
| 3Y | +8.1% | +98.0% | -89.9% | +1.9% |
| 5Y | +42.8% | -36.9% | +79.7% | +45.4% |
| All | +105.6% | +618.3% | -512.8% | +66.2% |
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