+18.5%
CLF vs OKTA
+113.0%
-94.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +16.0% | +6.6% | +9.3% | +15.1% |
| 30D | +1.6% | -19.4% | +21.1% | +3.4% |
| 3M | +6.7% | +23.9% | -17.2% | +5.2% |
| 6M | +21.1% | +130.9% | -109.8% | +14.7% |
| YTD | -1.6% | +111.1% | -112.7% | -8.8% |
| 1Y | +18.5% | +115.5% | -97.0% | +9.1% |
| All | +18.5% | +113.0% | -94.5% | +9.1% |
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