+20.4%
CLF vs OKTA
+117.7%
-97.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +10.4% | +8.4% | +2.0% | +9.4% |
| 30D | +0.6% | -13.7% | +14.3% | +1.8% |
| 3M | +4.1% | +18.0% | -13.9% | +3.1% |
| 6M | +15.1% | +133.8% | -118.7% | +9.3% |
| YTD | -4.7% | +111.5% | -116.2% | -11.4% |
| 1Y | +20.4% | +118.3% | -98.0% | +10.7% |
| All | +20.4% | +117.7% | -97.3% | +10.7% |
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