+67.9%
CL vs OKTA
+647.7%
-579.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.8% | +1.3% |
| 7D | +0.5% | -3.9% | +4.5% | +0.6% |
| 30D | +11.6% | -23.5% | +35.1% | +12.1% |
| 3M | +5.6% | +19.7% | -14.1% | +4.8% |
| 6M | +13.2% | +111.6% | -98.5% | +10.1% |
| YTD | +26.9% | +105.4% | -78.4% | +23.4% |
| 1Y | +27.3% | +108.4% | -81.1% | +23.8% |
| 3Y | +39.7% | +167.8% | -128.1% | +32.9% |
| 5Y | +41.3% | -33.8% | +75.1% | +43.0% |
| All | +67.9% | +647.7% | -579.8% | +45.6% |
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