+107.7%
CTAS vs OKTA
-34.5%
+142.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | +0.5% | -2.4% | +2.9% | +0.7% |
| 30D | -0.7% | +13.0% | -13.8% | -2.4% |
| 3M | +11.1% | +41.7% | -30.6% | +6.2% |
| 6M | +2.1% | +105.9% | -103.8% | -7.5% |
| YTD | +8.0% | +92.6% | -84.6% | -1.8% |
| 1Y | -0.5% | +81.1% | -81.5% | -8.9% |
| 3Y | +66.2% | +84.8% | -18.6% | +48.1% |
| All | +107.7% | -34.5% | +142.2% | +104.0% |
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 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