-13.7%
CLF vs OKTA
+91.3%
-105.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +0.2% | +13.0% | -12.8% | -3.0% |
| 3M | -3.1% | +43.4% | -46.5% | -11.6% |
| 6M | +25.0% | +107.6% | -82.6% | +2.0% |
| YTD | -7.5% | +93.8% | -101.3% | -23.9% |
| 1Y | +11.5% | +80.8% | -69.3% | -6.3% |
| 3Y | -13.7% | +91.8% | -105.5% | -30.5% |
| All | -13.7% | +91.3% | -105.0% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling