+627.8%
OKTA vs CASY
+498.5%
+129.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.4% | -17.2% | +17.6% | +3.6% |
| 30D | +13.8% | -24.4% | +38.2% | +19.1% |
| 3M | +48.9% | -31.4% | +80.3% | +58.7% |
| 6M | +114.9% | -8.9% | +123.8% | +112.0% |
| YTD | +97.9% | +13.8% | +84.1% | +83.6% |
| 1Y | +89.7% | +17.0% | +72.7% | +74.0% |
| 3Y | +95.8% | +163.1% | -67.3% | +43.7% |
| 5Y | -32.6% | +239.0% | -271.6% | -54.3% |
| All | +627.8% | +498.5% | +129.3% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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