+78.8%
CNQ vs OKTA
+90.2%
-11.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | +6.2% | +13.0% | -6.8% | +5.1% |
| 3M | +12.4% | +41.7% | -29.3% | +9.0% |
| 6M | +9.0% | +105.9% | -96.9% | +1.0% |
| YTD | +52.2% | +92.6% | -40.3% | +41.5% |
| 1Y | +65.0% | +81.1% | -16.0% | +54.4% |
| 3Y | +78.8% | +84.8% | -6.0% | +68.2% |
| All | +78.8% | +90.2% | -11.4% | +68.2% |
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