+286.9%
COP vs OKTA
+670.0%
-383.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +4.4% | +8.4% | -4.0% | +3.9% |
| 30D | 0.0% | -13.7% | +13.7% | +0.7% |
| 3M | +15.0% | +18.0% | -3.0% | +13.1% |
| 6M | +22.0% | +133.8% | -111.8% | +13.2% |
| YTD | +55.3% | +111.5% | -56.1% | +44.6% |
| 1Y | +64.1% | +118.3% | -54.2% | +52.3% |
| 3Y | +34.1% | +168.0% | -134.0% | +20.5% |
| 5Y | +133.4% | -30.1% | +163.4% | +127.0% |
| All | +286.9% | +670.0% | -383.0% | +198.2% |
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 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