+91.8%
OKTA vs CAPR
+42.0%
+49.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -1.7% |
| 7D | +0.7% | -9.5% | +10.2% | +0.8% |
| 30D | +13.0% | +121.5% | -108.5% | +11.5% |
| 3M | +43.4% | -65.4% | +108.8% | +44.5% |
| 6M | +107.6% | -67.5% | +175.2% | +109.3% |
| YTD | +93.8% | -68.6% | +162.4% | +95.3% |
| 1Y | +80.8% | +42.7% | +38.2% | +71.9% |
| 3Y | +91.8% | +43.4% | +48.4% | +76.0% |
| All | +91.8% | +42.0% | +49.8% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling