+81.1%
OKTA vs CCJ
+22.0%
+59.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | -2.4% | -4.0% | +1.6% | -2.2% |
| 30D | +13.0% | -2.4% | +15.4% | +13.1% |
| 3M | +41.7% | -2.3% | +44.0% | +41.7% |
| 6M | +105.9% | -16.2% | +122.2% | +106.4% |
| YTD | +92.6% | +5.7% | +86.9% | +89.5% |
| 1Y | +81.1% | +21.3% | +59.8% | +74.7% |
| All | +81.1% | +22.0% | +59.1% | +74.7% |
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