+318.0%
CORZ vs OKTA
+109.2%
+208.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +26.4% | +6.6% | +19.7% | +24.6% |
| 30D | -6.8% | -19.4% | +12.6% | -2.1% |
| 3M | -31.1% | +23.9% | -55.0% | -34.4% |
| 6M | -36.9% | +130.9% | -167.8% | -50.6% |
| YTD | -1.2% | +111.1% | -112.3% | -21.4% |
| 1Y | -12.5% | +115.5% | -128.1% | -30.8% |
| All | +318.0% | +109.2% | +208.9% | +240.2% |
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 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