+216.7%
CTVA vs OKTA
+52.6%
+164.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -4.5% | -2.4% | -2.1% | -4.3% |
| 30D | +11.3% | +13.0% | -1.7% | +9.8% |
| 3M | +12.3% | +41.7% | -29.4% | +8.5% |
| 6M | +7.2% | +105.9% | -98.8% | -0.9% |
| YTD | +26.0% | +92.6% | -66.5% | +17.0% |
| 1Y | +16.0% | +81.1% | -65.0% | +8.2% |
| 3Y | +73.9% | +84.8% | -10.9% | +58.7% |
| 5Y | +103.8% | -34.4% | +138.2% | +107.0% |
| All | +216.7% | +52.6% | +164.1% | +133.0% |
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