+20.2%
CLF vs OKTA
+114.8%
-94.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.3% |
| 7D | -7.9% | -14.2% | +6.3% | -6.7% |
| 30D | +5.2% | -12.5% | +17.7% | +6.2% |
| 3M | +4.3% | +29.2% | -24.9% | +2.4% |
| 6M | +25.3% | +147.3% | -122.1% | +18.3% |
| YTD | -3.3% | +120.9% | -124.3% | -10.6% |
| 1Y | +20.2% | +119.7% | -99.4% | +11.7% |
| All | +20.2% | +114.8% | -94.5% | +11.7% |
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