+66.7%
CVS vs OKTA
+627.3%
-560.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -1.9% | +5.9% | -7.8% | -2.1% |
| 30D | -0.3% | +14.6% | -14.9% | -0.8% |
| 3M | -1.1% | +44.0% | -45.1% | -2.5% |
| 6M | +23.7% | +116.7% | -93.0% | +19.7% |
| YTD | +23.0% | +99.8% | -76.8% | +19.3% |
| 1Y | +37.2% | +84.1% | -46.9% | +33.4% |
| 3Y | +62.4% | +97.7% | -35.2% | +55.9% |
| 5Y | +31.8% | -35.2% | +67.0% | +31.5% |
| All | +66.7% | +627.3% | -560.7% | +36.0% |
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 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