+65.4%
CVS vs OKTA
+601.1%
-535.7%
-56.8%
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% | -0.6% |
| 7D | -2.2% | -2.4% | +0.3% | -2.1% |
| 30D | -0.1% | +13.0% | -13.1% | -0.6% |
| 3M | -5.2% | +41.7% | -46.9% | -6.5% |
| 6M | +26.9% | +105.9% | -79.0% | +23.0% |
| YTD | +22.1% | +92.6% | -70.5% | +18.5% |
| 1Y | +30.8% | +81.1% | -50.3% | +27.2% |
| 3Y | +54.4% | +84.8% | -30.4% | +48.5% |
| 5Y | +33.4% | -34.4% | +67.8% | +32.7% |
| All | +65.4% | +601.1% | -535.7% | +35.2% |
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