+55.4%
CVS vs OKTA
+95.5%
-40.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +1.9% | +13.8% | -11.9% | +2.2% |
| 3M | -2.2% | +48.9% | -51.1% | -1.8% |
| 6M | +26.7% | +114.9% | -88.2% | +26.9% |
| YTD | +22.9% | +97.9% | -75.0% | +23.2% |
| 1Y | +32.9% | +89.7% | -56.8% | +33.5% |
| All | +55.4% | +95.5% | -40.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling