+70.9%
CL vs OKTA
+670.0%
-599.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.2% | +8.4% | -5.2% | +3.0% |
| 30D | +8.0% | -13.7% | +21.7% | +8.3% |
| 3M | +7.9% | +18.0% | -10.2% | +7.1% |
| 6M | +14.7% | +133.8% | -119.1% | +11.4% |
| YTD | +29.2% | +111.5% | -82.3% | +25.6% |
| 1Y | +29.5% | +118.3% | -88.8% | +25.7% |
| 3Y | +40.7% | +168.0% | -127.4% | +33.9% |
| 5Y | +43.9% | -30.1% | +73.9% | +45.1% |
| All | +70.9% | +670.0% | -599.1% | +48.0% |
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