+118.3%
OKTA vs CART
+49.3%
+69.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +8.4% | +1.3% | +7.1% | +8.0% |
| 30D | -13.7% | +19.2% | -32.9% | -18.2% |
| 3M | +18.0% | +17.6% | +0.5% | +11.9% |
| 6M | +133.8% | +47.4% | +86.5% | +102.9% |
| YTD | +111.5% | +30.9% | +80.6% | +85.8% |
| 1Y | +118.3% | +46.0% | +72.4% | +88.0% |
| All | +118.3% | +49.3% | +69.1% | +88.0% |
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