+104.3%
OKTA vs CART
+14.3%
+90.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -0.5% |
| 7D | +0.7% | -4.1% | +4.8% | +1.5% |
| 30D | +13.0% | -4.3% | +17.3% | +13.9% |
| 3M | +43.4% | +13.1% | +30.3% | +39.2% |
| 6M | +107.6% | +26.0% | +81.6% | +96.9% |
| YTD | +93.8% | +6.7% | +87.1% | +88.7% |
| 1Y | +80.8% | +6.3% | +74.6% | +75.3% |
| All | +104.3% | +14.3% | +90.0% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling