+225.5%
CRWD vs OKTA
-34.5%
+260.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.4% |
| 7D | -3.0% | -2.4% | -0.6% | -1.8% |
| 30D | -6.8% | +13.0% | -19.8% | -12.6% |
| 3M | +19.6% | +41.7% | -22.1% | +0.1% |
| 6M | +87.1% | +105.9% | -18.9% | +26.2% |
| YTD | +76.4% | +92.6% | -16.1% | +22.9% |
| 1Y | +90.8% | +81.1% | +9.8% | +37.1% |
| 3Y | +380.0% | +84.8% | +295.1% | +215.8% |
| All | +225.5% | -34.5% | +260.0% | +274.6% |
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 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