-46.6%
COIN vs OKTA
-37.1%
-9.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.2% |
| 7D | -5.1% | -2.4% | -2.7% | -3.9% |
| 30D | +17.6% | +13.0% | +4.6% | +7.3% |
| 3M | +9.2% | +41.7% | -32.5% | -13.6% |
| 6M | -11.8% | +105.9% | -117.7% | -47.5% |
| YTD | -22.5% | +92.6% | -115.1% | -52.5% |
| 1Y | -45.9% | +81.1% | -127.0% | -65.3% |
| 3Y | +117.4% | +84.8% | +32.6% | +28.4% |
| 5Y | -29.4% | -34.4% | +5.0% | -32.7% |
| All | -46.6% | -37.1% | -9.5% | -49.0% |
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