+194.0%
CVX vs OKTA
+601.1%
-407.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.8% |
| 7D | +2.6% | -2.4% | +5.0% | +2.7% |
| 30D | +9.8% | +13.0% | -3.2% | +8.8% |
| 3M | +16.2% | +41.7% | -25.5% | +13.4% |
| 6M | +13.6% | +105.9% | -92.3% | +7.8% |
| YTD | +44.4% | +92.6% | -48.2% | +37.2% |
| 1Y | +40.6% | +81.1% | -40.5% | +34.1% |
| 3Y | +48.2% | +84.8% | -36.6% | +39.3% |
| 5Y | +172.3% | -34.4% | +206.7% | +165.9% |
| All | +194.0% | +601.1% | -407.0% | +147.0% |
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