+149.0%
OKTA vs CART
+112.9%
+36.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -19.0% | +3.0% | -22.0% | -19.6% |
| 30D | -22.6% | +28.6% | -51.2% | -27.1% |
| 3M | +17.5% | +29.1% | -11.5% | +10.1% |
| 6M | +117.8% | +44.7% | +73.1% | +97.8% |
| YTD | +95.1% | +29.2% | +65.9% | +80.5% |
| 1Y | +96.4% | +66.2% | +30.3% | +72.1% |
| 3Y | +149.0% | +112.8% | +36.1% | +97.8% |
| All | +149.0% | +112.9% | +36.1% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling