+198.7%
CRM vs OKTA
+601.1%
-402.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +3.0% |
| 7D | -4.4% | -2.4% | -2.0% | -3.6% |
| 30D | +28.1% | +13.0% | +15.1% | +22.0% |
| 3M | +48.8% | +41.7% | +7.1% | +29.2% |
| 6M | +28.3% | +105.9% | -77.7% | -4.8% |
| YTD | -6.0% | +92.6% | -98.6% | -28.8% |
| 1Y | +1.4% | +81.1% | -79.6% | -21.5% |
| 3Y | +11.8% | +84.8% | -73.0% | -18.8% |
| 5Y | -2.0% | -34.4% | +32.4% | -3.4% |
| All | +198.7% | +601.1% | -402.4% | +36.2% |
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 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