+273.5%
COP vs OKTA
+601.1%
-327.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | +8.6% | +13.0% | -4.4% | +7.4% |
| 3M | +19.9% | +41.7% | -21.8% | +16.4% |
| 6M | +19.0% | +105.9% | -86.9% | +11.5% |
| YTD | +50.0% | +92.6% | -42.6% | +40.8% |
| 1Y | +50.5% | +81.1% | -30.5% | +41.9% |
| 3Y | +25.2% | +84.8% | -59.6% | +16.1% |
| 5Y | +194.3% | -34.4% | +228.7% | +187.6% |
| All | +273.5% | +601.1% | -327.5% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling