+401.4%
COR vs OKTA
+618.3%
-217.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.8% | +2.6% | +0.1% | +2.7% |
| 30D | +4.5% | +16.0% | -11.5% | +3.8% |
| 3M | +22.7% | +38.2% | -15.5% | +20.9% |
| 6M | -9.7% | +137.8% | -147.5% | -13.4% |
| YTD | -1.4% | +97.3% | -98.7% | -4.8% |
| 1Y | +13.9% | +90.1% | -76.2% | +10.1% |
| 3Y | +94.0% | +98.0% | -4.0% | +84.8% |
| 5Y | +184.0% | -36.9% | +220.9% | +190.9% |
| All | +401.4% | +618.3% | -217.0% | +281.5% |
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 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