+84.8%
OKTA vs CBOE
+89.1%
-4.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -3.2% |
| 7D | -2.4% | -5.8% | +3.4% | -3.7% |
| 30D | +13.0% | -3.1% | +16.2% | +12.5% |
| 3M | +41.7% | -4.8% | +46.5% | +41.0% |
| 6M | +105.9% | -0.6% | +106.5% | +104.2% |
| YTD | +92.6% | +12.8% | +79.8% | +95.2% |
| 1Y | +81.1% | +19.8% | +61.3% | +85.8% |
| 3Y | +84.8% | +86.9% | -2.1% | +87.0% |
| All | +84.8% | +89.1% | -4.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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