+57.0%
CLF vs OKTA
+601.1%
-544.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.5% |
| 7D | -3.5% | -2.4% | -1.1% | -3.1% |
| 30D | -1.6% | +13.0% | -14.6% | -4.8% |
| 3M | -12.0% | +41.7% | -53.7% | -19.2% |
| 6M | +30.0% | +105.9% | -76.0% | +8.5% |
| YTD | -9.2% | +92.6% | -101.7% | -23.8% |
| 1Y | +2.3% | +81.1% | -78.8% | -12.9% |
| 3Y | -14.4% | +84.8% | -99.2% | -29.2% |
| 5Y | -48.3% | -34.4% | -13.9% | -52.2% |
| All | +57.0% | +601.1% | -544.0% | -6.8% |
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