+119.7%
OKTA vs CDW
+13.2%
+106.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.7% | -12.0% | -5.0% |
| 7D | -14.2% | +3.7% | -17.9% | -15.7% |
| 30D | -12.5% | +26.0% | -38.5% | -21.6% |
| 3M | +29.2% | +10.1% | +19.1% | +22.5% |
| 6M | +147.3% | +26.1% | +121.3% | +109.6% |
| YTD | +120.9% | +25.9% | +95.1% | +86.4% |
| 1Y | +119.7% | +21.5% | +98.1% | +87.5% |
| All | +119.7% | +13.2% | +106.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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