-65.8%
CLSK vs OKTA
+601.1%
-666.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.7% | +9.5% | +7.8% |
| 7D | +7.7% | -2.4% | +10.1% | +8.5% |
| 30D | +12.2% | +13.0% | -0.8% | +5.2% |
| 3M | -15.5% | +41.7% | -57.2% | -28.2% |
| 6M | +39.3% | +105.9% | -66.6% | -2.2% |
| YTD | +35.1% | +92.6% | -57.5% | -3.6% |
| 1Y | +34.0% | +81.1% | -47.0% | -1.2% |
| 3Y | +226.3% | +84.8% | +141.4% | +131.5% |
| 5Y | +6.4% | -34.4% | +40.8% | -6.8% |
| All | -65.8% | +601.1% | -666.9% | -53.6% |
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