+193.7%
CVX vs OKTA
+627.3%
-433.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.7% |
| 7D | +1.0% | +5.9% | -4.9% | +0.6% |
| 30D | +10.7% | +14.6% | -3.9% | +9.6% |
| 3M | +15.5% | +44.0% | -28.5% | +12.6% |
| 6M | +14.9% | +116.7% | -101.8% | +8.7% |
| YTD | +44.2% | +99.8% | -55.6% | +36.8% |
| 1Y | +43.5% | +84.1% | -40.5% | +36.7% |
| 3Y | +45.0% | +97.7% | -52.7% | +35.8% |
| 5Y | +172.2% | -35.2% | +207.3% | +166.2% |
| All | +193.7% | +627.3% | -433.7% | +146.2% |
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 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