+70.2%
CLF vs OKTA
+668.6%
-598.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +16.0% | +6.6% | +9.3% | +14.5% |
| 30D | +1.6% | -19.4% | +21.1% | +5.9% |
| 3M | +6.7% | +23.9% | -17.2% | +0.9% |
| 6M | +21.1% | +130.9% | -109.8% | -1.0% |
| YTD | -1.6% | +111.1% | -112.7% | -19.2% |
| 1Y | +18.5% | +115.5% | -97.0% | -3.2% |
| 3Y | -21.0% | +169.4% | -190.4% | -39.4% |
| 5Y | -41.4% | -30.2% | -11.2% | -46.6% |
| All | +70.2% | +668.6% | -598.4% | -1.2% |
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