+105.6%
OKTA vs CART
+38.4%
+67.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -19.0% | +3.0% | -22.0% | -19.5% |
| 30D | -22.6% | +28.6% | -51.2% | -26.5% |
| 3M | +17.5% | +29.1% | -11.5% | +11.0% |
| 6M | +117.8% | +44.7% | +73.1% | +100.5% |
| YTD | +95.1% | +29.2% | +65.9% | +82.3% |
| 1Y | +96.4% | +66.2% | +30.3% | +75.6% |
| 3Y | +149.0% | +112.8% | +36.1% | +105.5% |
| All | +105.6% | +38.4% | +67.2% | +66.0% |
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 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