-35.2%
OKTA vs CASY
+234.8%
-270.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -14.2% | +17.3% | +5.1% |
| 7D | +5.9% | -16.5% | +22.4% | +8.4% |
| 30D | +14.6% | -26.4% | +41.0% | +19.6% |
| 3M | +44.0% | -17.3% | +61.3% | +45.5% |
| 6M | +116.7% | -5.2% | +121.9% | +108.3% |
| YTD | +99.8% | +14.1% | +85.7% | +80.3% |
| 1Y | +84.1% | +16.6% | +67.4% | +64.1% |
| 3Y | +97.7% | +163.7% | -66.0% | +31.4% |
| 5Y | -35.2% | +231.3% | -266.5% | -64.2% |
| All | -35.2% | +234.8% | -270.0% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling