+676.4%
OKTA vs CAPR
-64.6%
+741.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +0.3% |
| 7D | +6.6% | +19.1% | -12.4% | +6.2% |
| 30D | -19.4% | +48.8% | -68.3% | -20.2% |
| 3M | +23.9% | +144.4% | -120.5% | +21.0% |
| 6M | +130.9% | -67.5% | +198.4% | +132.5% |
| YTD | +111.1% | -64.5% | +175.6% | +111.8% |
| 1Y | +115.5% | +74.4% | +41.1% | +99.7% |
| 3Y | +169.4% | +265.7% | -96.4% | +137.2% |
| 5Y | -30.2% | +196.0% | -226.1% | -39.1% |
| All | +676.4% | -64.6% | +741.0% | +554.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling