+195.0%
COHR vs OKTA
+83.4%
+111.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.0% |
| 7D | +8.3% | -2.4% | +10.7% | +8.2% |
| 30D | -14.1% | +13.0% | -27.2% | -13.3% |
| 3M | -16.0% | +41.7% | -57.7% | -13.3% |
| 6M | +21.5% | +105.9% | -84.5% | +30.6% |
| YTD | +65.4% | +92.6% | -27.1% | +83.1% |
| 1Y | +195.0% | +81.1% | +114.0% | +246.2% |
| All | +195.0% | +83.4% | +111.6% | +246.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling