-2.1%
CTAS vs OKTA
+90.9%
-93.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | +2.6% | -4.4% | -1.8% |
| 30D | -0.2% | +16.0% | -16.2% | -0.2% |
| 3M | +11.7% | +38.2% | -26.5% | +10.8% |
| 6M | +0.7% | +137.8% | -137.1% | -2.6% |
| YTD | +7.4% | +97.3% | -89.9% | +4.3% |
| 1Y | -2.1% | +90.1% | -92.2% | -4.8% |
| All | -2.1% | +90.9% | -93.0% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling