+18.8%
CLF vs OKTA
+90.9%
-72.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | +2.6% | +4.9% | +7.2% |
| 30D | -1.2% | +16.0% | -17.2% | -3.1% |
| 3M | -13.4% | +38.2% | -51.5% | -16.8% |
| 6M | +15.4% | +137.8% | -122.4% | +1.9% |
| YTD | -5.9% | +97.3% | -103.2% | -15.2% |
| 1Y | +18.8% | +90.1% | -71.3% | +12.1% |
| All | +18.8% | +90.9% | -72.0% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling