+91.8%
OKTA vs CASY
+209.8%
-118.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.6% |
| 7D | +0.7% | -4.4% | +5.1% | +0.9% |
| 30D | +13.0% | -12.0% | +25.0% | +13.8% |
| 3M | +43.4% | -2.3% | +45.8% | +42.1% |
| 6M | +107.6% | +10.5% | +97.1% | +98.3% |
| YTD | +93.8% | +33.0% | +60.8% | +75.9% |
| 1Y | +80.8% | +41.1% | +39.7% | +60.5% |
| 3Y | +91.8% | +207.5% | -115.7% | +56.8% |
| All | +91.8% | +209.8% | -118.0% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling