+1,340.4%
CRWD vs OKTA
+33.8%
+1,306.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.1% |
| 7D | -2.8% | +0.4% | -3.2% | -3.2% |
| 30D | -5.9% | +13.8% | -19.7% | -13.1% |
| 3M | +29.0% | +48.9% | -19.9% | +1.7% |
| 6M | +91.5% | +114.9% | -23.5% | +17.1% |
| YTD | +78.2% | +97.9% | -19.7% | +14.2% |
| 1Y | +96.6% | +89.7% | +7.0% | +29.1% |
| 3Y | +397.0% | +95.8% | +301.2% | +186.0% |
| 5Y | +218.9% | -32.6% | +251.5% | +257.0% |
| All | +1,340.4% | +33.8% | +1,306.6% | +720.5% |
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