+67.5%
CLF vs OKTA
+651.0%
-583.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.8% |
| 7D | -9.1% | -6.0% | -3.1% | -7.8% |
| 30D | -0.9% | -23.2% | +22.2% | +4.2% |
| 3M | +3.0% | +18.3% | -15.3% | -1.7% |
| 6M | +16.7% | +112.6% | -95.9% | -3.0% |
| YTD | -3.2% | +106.3% | -109.4% | -20.2% |
| 1Y | +24.6% | +108.0% | -83.4% | +2.5% |
| 3Y | -22.3% | +163.2% | -185.5% | -40.1% |
| 5Y | -41.2% | -30.9% | -10.3% | -46.3% |
| All | +67.5% | +651.0% | -583.5% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling