+625.6%
OKTA vs CAPR
-67.5%
+693.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +2.6% | -2.0% | +4.6% | +2.7% |
| 30D | +16.0% | +139.2% | -123.2% | +13.6% |
| 3M | +38.2% | -66.4% | +104.5% | +39.4% |
| 6M | +137.8% | -63.1% | +200.9% | +139.2% |
| YTD | +97.3% | -67.4% | +164.7% | +98.7% |
| 1Y | +90.1% | +58.2% | +31.9% | +76.6% |
| 3Y | +98.0% | +42.2% | +55.8% | +78.5% |
| 5Y | -36.9% | +87.3% | -124.2% | -44.3% |
| All | +625.6% | -67.5% | +693.1% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling