+193.8%
COF vs OKTA
+601.1%
-407.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | +14.8% | +41.7% | -26.9% | +8.6% |
| 6M | +15.3% | +105.9% | -90.6% | +2.2% |
| YTD | -13.0% | +92.6% | -105.6% | -22.4% |
| 1Y | -5.7% | +81.1% | -86.8% | -15.2% |
| 3Y | +118.1% | +84.8% | +33.3% | +91.4% |
| 5Y | +46.2% | -34.4% | +80.7% | +36.0% |
| All | +193.8% | +601.1% | -407.2% | +104.3% |
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