+51.6%
CME vs OKTA
+97.4%
-45.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.7% |
| 7D | -0.6% | +5.9% | -6.5% | -0.5% |
| 30D | +4.7% | +14.6% | -9.9% | +5.1% |
| 3M | +7.8% | +44.0% | -36.2% | +9.0% |
| 6M | -11.0% | +116.7% | -127.7% | -9.6% |
| YTD | +4.0% | +99.8% | -95.8% | +5.6% |
| 1Y | +9.1% | +84.1% | -74.9% | +10.7% |
| All | +51.6% | +97.4% | -45.8% | +58.9% |
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