+81.1%
OKTA vs CAPR
+37.0%
+44.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.7% |
| 7D | -2.4% | -11.0% | +8.6% | -2.3% |
| 30D | +13.0% | +99.8% | -86.7% | +11.9% |
| 3M | +41.7% | -66.6% | +108.3% | +42.9% |
| 6M | +105.9% | -75.1% | +181.0% | +108.4% |
| YTD | +92.6% | -71.0% | +163.6% | +94.2% |
| 1Y | +81.1% | +30.0% | +51.1% | +73.7% |
| All | +81.1% | +37.0% | +44.1% | +73.7% |
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