+4.0%
CLF vs OKTA
+82.1%
-78.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | -4.7% | +13.8% | -18.5% | -6.4% |
| 3M | -4.7% | +48.9% | -53.6% | -9.4% |
| 6M | +24.0% | +114.9% | -90.9% | +10.9% |
| YTD | -10.9% | +97.9% | -108.8% | -20.2% |
| 1Y | +4.0% | +89.7% | -85.6% | -1.3% |
| All | +4.0% | +82.1% | -78.0% | -1.3% |
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