+22.1%
CTVA vs OKTA
+90.9%
-68.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.9% | +2.6% | +2.3% | +5.1% |
| 30D | +11.9% | +16.0% | -4.1% | +12.7% |
| 3M | +13.7% | +38.2% | -24.5% | +15.3% |
| 6M | +13.1% | +137.8% | -124.7% | +16.7% |
| YTD | +32.0% | +97.3% | -65.3% | +36.5% |
| 1Y | +22.1% | +90.1% | -68.0% | +25.3% |
| All | +22.1% | +90.9% | -68.8% | +25.3% |
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