+444.9%
COR vs OKTA
+670.0%
-225.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +7.8% | +8.4% | -0.6% | +7.5% |
| 30D | +7.0% | -13.7% | +20.7% | +7.4% |
| 3M | +16.3% | +18.0% | -1.8% | +15.2% |
| 6M | +41.3% | +133.8% | -92.6% | +35.6% |
| YTD | +7.1% | +111.5% | -104.3% | +3.1% |
| 1Y | -0.8% | +118.3% | -119.1% | -4.8% |
| 3Y | +85.0% | +168.0% | -83.0% | +73.3% |
| 5Y | +203.9% | -30.1% | +233.9% | +209.2% |
| All | +444.9% | +670.0% | -225.0% | +312.9% |
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