+167.1%
OKTA vs CASY
+162.5%
+4.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +2.1% |
| 7D | -4.6% | +5.8% | -10.4% | -4.8% |
| 30D | -19.7% | +10.7% | -30.4% | -20.1% |
| 3M | +21.2% | -13.9% | +35.1% | +22.2% |
| 6M | +123.1% | -18.4% | +141.5% | +128.6% |
| YTD | +110.8% | +29.6% | +81.1% | +88.4% |
| 1Y | +113.0% | +32.8% | +80.1% | +88.3% |
| All | +167.1% | +162.5% | +4.6% | +92.8% |
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