+420.1%
CORZ vs OKTA
+95.5%
+324.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | +2.6% | +5.7% | +7.7% |
| 30D | -17.8% | +16.0% | -33.8% | -21.0% |
| 3M | -35.9% | +38.2% | -74.1% | -41.4% |
| 6M | +12.9% | +137.8% | -124.9% | -14.8% |
| YTD | +22.9% | +97.3% | -74.4% | -1.2% |
| 1Y | +31.4% | +90.1% | -58.8% | +6.8% |
| All | +420.1% | +95.5% | +324.6% | +327.6% |
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