+119.7%
OKTA vs CAPR
+47.4%
+72.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.5% | +0.6% |
| 7D | -14.2% | +43.2% | -57.4% | -14.6% |
| 30D | -12.5% | +14.7% | -27.1% | -12.7% |
| 3M | +29.2% | +113.9% | -84.7% | +27.8% |
| 6M | +147.3% | -73.4% | +220.7% | +149.9% |
| YTD | +120.9% | -69.1% | +190.0% | +122.5% |
| 1Y | +119.7% | +47.2% | +72.5% | +109.0% |
| All | +119.7% | +47.4% | +72.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling