+64.7%
CLF vs OKTA
+670.0%
-605.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.4% | +8.4% | +2.0% | +8.6% |
| 30D | +0.6% | -13.7% | +14.3% | +3.4% |
| 3M | +4.1% | +18.0% | -13.9% | -0.5% |
| 6M | +15.1% | +133.8% | -118.7% | -6.2% |
| YTD | -4.7% | +111.5% | -116.2% | -21.9% |
| 1Y | +20.4% | +118.3% | -98.0% | -2.0% |
| 3Y | -23.4% | +168.0% | -191.4% | -41.2% |
| 5Y | -43.3% | -30.1% | -13.2% | -48.3% |
| All | +64.7% | +670.0% | -605.3% | -4.4% |
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