+32.0%
CTVA vs OKTA
+114.8%
-82.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | +8.2% | -14.2% | +22.4% | +7.4% |
| 30D | -1.0% | -12.5% | +11.4% | -1.6% |
| 3M | +4.6% | +29.2% | -24.7% | +6.1% |
| 6M | +0.5% | +147.3% | -146.9% | +4.6% |
| YTD | +22.7% | +120.9% | -98.2% | +28.8% |
| 1Y | +32.0% | +119.7% | -87.7% | +38.4% |
| All | +32.0% | +114.8% | -82.8% | +38.4% |
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