+51.3%
CL vs OKTA
+618.3%
-567.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | +2.6% | -4.8% | -2.3% |
| 30D | -4.8% | +16.0% | -20.9% | -5.3% |
| 3M | +4.9% | +38.2% | -33.2% | +3.8% |
| 6M | -5.7% | +137.8% | -143.5% | -8.5% |
| YTD | +14.4% | +97.3% | -82.9% | +11.6% |
| 1Y | +8.7% | +90.1% | -81.4% | +6.2% |
| 3Y | +30.0% | +98.0% | -68.0% | +25.5% |
| 5Y | +28.4% | -36.9% | +65.3% | +30.3% |
| All | +51.3% | +618.3% | -567.0% | +31.6% |
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