+86.5%
COR vs OKTA
+97.4%
-10.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.3% |
| 7D | -3.9% | +5.9% | -9.8% | -3.7% |
| 30D | -0.3% | +14.6% | -14.9% | +0.2% |
| 3M | +15.9% | +44.0% | -28.1% | +16.9% |
| 6M | -10.3% | +116.7% | -127.0% | -8.8% |
| YTD | -3.7% | +99.8% | -103.5% | -2.2% |
| 1Y | +9.1% | +84.1% | -75.0% | +10.7% |
| All | +86.5% | +97.4% | -10.8% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling