+218.9%
CTVA vs OKTA
+56.8%
+162.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | +11.1% | +13.8% | -2.7% | +9.6% |
| 3M | +13.7% | +48.9% | -35.2% | +9.4% |
| 6M | +11.2% | +114.9% | -103.7% | +2.5% |
| YTD | +26.9% | +97.9% | -71.0% | +17.6% |
| 1Y | +18.8% | +89.7% | -70.9% | +10.4% |
| 3Y | +75.9% | +95.8% | -19.9% | +59.7% |
| 5Y | +105.2% | -32.6% | +137.8% | +108.1% |
| All | +218.9% | +56.8% | +162.1% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling