+76.1%
CME vs OKTA
-34.4%
+110.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | -0.6% | +5.9% | -6.5% | -0.8% |
| 30D | +4.7% | +14.6% | -9.9% | +4.3% |
| 3M | +7.8% | +44.0% | -36.2% | +6.8% |
| 6M | -11.0% | +116.7% | -127.7% | -13.4% |
| YTD | +4.0% | +99.8% | -95.8% | +1.4% |
| 1Y | +9.1% | +84.1% | -74.9% | +6.7% |
| 3Y | +52.3% | +97.7% | -45.4% | +46.7% |
| 5Y | +76.1% | -35.2% | +111.3% | +84.9% |
| All | +76.1% | -34.4% | +110.5% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling