+232.1%
CME vs OKTA
+605.7%
-373.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | +5.5% | +13.0% | -7.5% | +4.5% |
| 3M | +11.0% | +43.4% | -32.5% | +8.0% |
| 6M | -9.7% | +107.6% | -117.3% | -15.0% |
| YTD | +4.9% | +93.8% | -89.0% | -1.0% |
| 1Y | +10.1% | +80.8% | -70.7% | +4.4% |
| 3Y | +53.5% | +91.8% | -38.3% | +41.9% |
| 5Y | +77.2% | -36.4% | +113.5% | +78.0% |
| All | +232.1% | +605.7% | -373.6% | +145.7% |
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