+444.5%
CORZ vs OKTA
+92.0%
+352.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.1% |
| 7D | +16.6% | +0.7% | +15.9% | +16.4% |
| 30D | -10.9% | +13.0% | -23.8% | -13.9% |
| 3M | -31.0% | +43.4% | -74.4% | -37.6% |
| 6M | +26.0% | +107.6% | -81.6% | -0.1% |
| YTD | +28.6% | +93.8% | -65.2% | +3.8% |
| 1Y | +34.5% | +80.8% | -46.4% | +10.9% |
| All | +444.5% | +92.0% | +352.4% | +349.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling