+49.8%
CL vs OKTA
+620.5%
-570.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | -4.8% | +13.8% | -18.6% | -5.2% |
| 3M | -1.7% | +48.9% | -50.6% | -2.9% |
| 6M | -3.8% | +114.9% | -118.8% | -6.3% |
| YTD | +13.3% | +97.9% | -84.6% | +10.5% |
| 1Y | +8.3% | +89.7% | -81.4% | +5.8% |
| 3Y | +28.8% | +95.8% | -67.0% | +24.5% |
| 5Y | +28.5% | -32.6% | +61.2% | +29.7% |
| All | +49.8% | +620.5% | -570.6% | +30.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling