+281.3%
CME vs OKTA
+670.0%
-388.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.9% | +8.4% | -4.5% | +3.5% |
| 30D | +11.3% | -13.7% | +25.0% | +12.0% |
| 3M | +19.6% | +18.0% | +1.5% | +17.6% |
| 6M | +8.1% | +133.8% | -125.8% | +0.8% |
| YTD | +20.4% | +111.5% | -91.1% | +12.7% |
| 1Y | +16.5% | +118.3% | -101.8% | +8.7% |
| 3Y | +66.4% | +168.0% | -101.6% | +49.2% |
| 5Y | +74.5% | -30.1% | +104.5% | +73.8% |
| All | +281.3% | +670.0% | -388.7% | +179.6% |
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