+50.1%
CL vs OKTA
+627.3%
-577.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -2.3% | +5.9% | -8.2% | -2.4% |
| 30D | -5.5% | +14.6% | -20.1% | -5.9% |
| 3M | +0.8% | +44.0% | -43.2% | -0.3% |
| 6M | -4.2% | +116.7% | -120.9% | -6.7% |
| YTD | +13.4% | +99.8% | -86.3% | +10.7% |
| 1Y | +7.1% | +84.1% | -77.0% | +4.7% |
| 3Y | +29.0% | +97.7% | -68.7% | +24.6% |
| 5Y | +28.3% | -35.2% | +63.5% | +30.0% |
| All | +50.1% | +627.3% | -577.3% | +30.5% |
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