+623.8%
CTAS vs OKTA
+601.1%
+22.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.9% |
| 7D | +0.5% | -2.4% | +2.9% | +0.8% |
| 30D | -0.7% | +13.0% | -13.8% | -3.0% |
| 3M | +11.1% | +41.7% | -30.6% | +4.8% |
| 6M | +2.1% | +105.9% | -103.8% | -9.9% |
| YTD | +8.0% | +92.6% | -84.6% | -4.3% |
| 1Y | -0.5% | +81.1% | -81.5% | -11.1% |
| 3Y | +66.2% | +84.8% | -18.6% | +43.6% |
| 5Y | +109.2% | -34.4% | +143.6% | +103.0% |
| All | +623.8% | +601.1% | +22.7% | +352.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling