-29.7%
OKTA vs CAPR
+172.3%
-202.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.3% |
| 7D | +8.4% | +5.9% | +2.5% | +8.2% |
| 30D | -13.7% | +44.6% | -58.3% | -14.4% |
| 3M | +18.0% | +126.4% | -108.3% | +15.7% |
| 6M | +133.8% | -68.6% | +202.4% | +136.0% |
| YTD | +111.5% | -67.0% | +178.5% | +112.8% |
| 1Y | +118.3% | +65.2% | +53.2% | +102.6% |
| 3Y | +168.0% | +235.6% | -67.5% | +116.8% |
| All | -29.7% | +172.3% | -202.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling