+677.8%
OKTA vs CASY
+579.6%
+98.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +8.4% | +3.6% | +4.9% | +7.8% |
| 30D | -13.7% | +9.1% | -22.8% | -15.1% |
| 3M | +18.0% | -16.5% | +34.5% | +21.2% |
| 6M | +133.8% | -19.7% | +153.6% | +140.8% |
| YTD | +111.5% | +29.3% | +82.2% | +91.5% |
| 1Y | +118.3% | +33.1% | +85.2% | +95.7% |
| 3Y | +168.0% | +158.5% | +9.5% | +99.9% |
| 5Y | -30.1% | +266.7% | -296.8% | -53.1% |
| All | +677.8% | +579.6% | +98.2% | +313.9% |
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