+119.7%
OKTA vs CCJ
-26.2%
+145.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -14.2% | -14.5% | +0.3% | -12.7% |
| 30D | -12.5% | -18.1% | +5.6% | -10.7% |
| 3M | +29.2% | -23.0% | +52.2% | +31.9% |
| 6M | +147.3% | -39.4% | +186.7% | +154.2% |
| YTD | +120.9% | -21.7% | +142.6% | +118.4% |
| 1Y | +119.7% | -25.9% | +145.6% | +119.4% |
| All | +119.7% | -26.2% | +145.9% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling