+107.9%
OKTA vs CART
+21.6%
+86.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | +16.0% | +12.6% | +3.4% | +12.9% |
| 3M | +38.2% | +23.1% | +15.0% | +31.8% |
| 6M | +137.8% | +39.5% | +98.3% | +121.0% |
| YTD | +97.3% | +13.5% | +83.8% | +89.7% |
| 1Y | +90.1% | +14.9% | +75.2% | +81.4% |
| All | +107.9% | +21.6% | +86.4% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling