-36.4%
OKTA vs CAPR
+87.6%
-124.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -1.7% |
| 7D | +0.7% | -9.5% | +10.2% | +0.9% |
| 30D | +13.0% | +121.5% | -108.5% | +11.0% |
| 3M | +43.4% | -65.4% | +108.8% | +44.7% |
| 6M | +107.6% | -67.5% | +175.2% | +109.6% |
| YTD | +93.8% | -68.6% | +162.4% | +95.6% |
| 1Y | +80.8% | +42.7% | +38.2% | +68.2% |
| 3Y | +91.8% | +43.4% | +48.4% | +63.0% |
| 5Y | -36.4% | +86.0% | -122.4% | -51.3% |
| All | -36.4% | +87.6% | -124.0% | -51.3% |
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