+387.2%
COR vs OKTA
+601.1%
-213.9%
-32.4%
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% | +0.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.8% |
| 30D | +2.6% | +13.0% | -10.5% | +1.9% |
| 3M | +14.5% | +41.7% | -27.2% | +12.6% |
| 6M | -7.8% | +105.9% | -113.7% | -11.0% |
| YTD | -4.2% | +92.6% | -96.8% | -7.4% |
| 1Y | +7.0% | +81.1% | -74.0% | +3.7% |
| 3Y | +85.5% | +84.8% | +0.7% | +77.4% |
| 5Y | +181.2% | -34.4% | +215.6% | +186.4% |
| All | +387.2% | +601.1% | -213.9% | +271.0% |
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 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