+116.7%
OKTA vs CBOE
-3.2%
+119.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.0% |
| 7D | +5.9% | -0.8% | +6.6% | +5.7% |
| 30D | +14.6% | +2.7% | +11.9% | +15.8% |
| 3M | +44.0% | +0.7% | +43.3% | +45.4% |
| 6M | +116.7% | -2.0% | +118.7% | +96.7% |
| All | +116.7% | -3.2% | +119.9% | +96.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling