+31.4%
CORZ vs OKTA
+90.9%
-59.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | +2.6% | +5.7% | +8.1% |
| 30D | -17.8% | +16.0% | -33.8% | -19.2% |
| 3M | -35.9% | +38.2% | -74.1% | -38.7% |
| 6M | +12.9% | +137.8% | -124.9% | -5.7% |
| YTD | +22.9% | +97.3% | -74.4% | +10.4% |
| 1Y | +31.4% | +90.1% | -58.8% | +22.2% |
| All | +31.4% | +90.9% | -59.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling