+224.4%
CRH vs OKTA
+601.1%
-376.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | -9.3% | +13.0% | -22.3% | -11.5% |
| 3M | -15.2% | +41.7% | -56.9% | -20.4% |
| 6M | -14.2% | +105.9% | -120.1% | -25.2% |
| YTD | -28.3% | +92.6% | -120.8% | -37.0% |
| 1Y | -21.8% | +81.1% | -102.8% | -30.7% |
| 3Y | +71.6% | +84.8% | -13.2% | +48.3% |
| 5Y | +96.6% | -34.4% | +131.1% | +84.3% |
| All | +224.4% | +601.1% | -376.6% | +122.6% |
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