+118.1%
COF vs OKTA
+90.2%
+27.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | -5.1% | -2.4% | -2.7% | -4.9% |
| 30D | -6.0% | +13.0% | -19.1% | -7.9% |
| 3M | +14.8% | +41.7% | -26.9% | +8.7% |
| 6M | +15.3% | +105.9% | -90.6% | +1.7% |
| YTD | -13.0% | +92.6% | -105.6% | -22.7% |
| 1Y | -5.7% | +81.1% | -86.8% | -15.5% |
| 3Y | +118.1% | +84.8% | +33.3% | +94.7% |
| All | +118.1% | +90.2% | +27.9% | +94.7% |
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 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