+192.5%
COP vs OKTA
-34.9%
+227.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +1.0% |
| 7D | -0.5% | +5.9% | -6.4% | -0.7% |
| 30D | +11.7% | +14.6% | -2.9% | +10.9% |
| 3M | +17.7% | +44.0% | -26.3% | +15.4% |
| 6M | +18.3% | +116.7% | -98.4% | +12.7% |
| YTD | +49.1% | +99.8% | -50.7% | +42.4% |
| 1Y | +53.3% | +84.1% | -30.7% | +47.1% |
| 3Y | +22.2% | +97.7% | -75.5% | +15.7% |
| All | +192.5% | -34.9% | +227.5% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling