+119.7%
OKTA vs CART
+61.3%
+58.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.3% |
| 7D | -14.2% | +1.4% | -15.6% | -14.6% |
| 30D | -12.5% | +29.7% | -42.1% | -18.9% |
| 3M | +29.2% | +29.7% | -0.5% | +18.7% |
| 6M | +147.3% | +36.8% | +110.5% | +120.8% |
| YTD | +120.9% | +31.7% | +89.3% | +93.1% |
| 1Y | +119.7% | +62.4% | +57.3% | +80.0% |
| All | +119.7% | +61.3% | +58.4% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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